Consider the AR(3) process generated by the equation where w(n) is a stationar...

Consider the AR(3) process generated by the equation

where w(n) is a stationary white noise process with variance .

(a) Determine the coefficients of the optimum p = 3 linear predictor.

(b) Determine the autocorrelation sequence .

(c) Determine the reflection coefficients corresponding to the p = 3 linear predictor.