From (14.3.6) and (14.3.9) we note that an AR(p) stationary random process satisfies the...

From (14.3.6) and (14.3.9) we note that an AR(p) stationary random process satisfies the equation

where a_p(k) are the prediction coefficients of the linear predictor of order is the minimum mean-square prediction error. If the (p +1) x (p +1) autocorrelation matrix in (14.3.9) is positive definite, prove that:

(a) The reflection coefficients .

(b) The polynomial

has all its roots inside the unit circle (i.e., it is minimum phase).