Problem

In Section 11.7.3, the k-parameters are computed by Eqs. (11.101). Using the relations...

In Section 11.7.3, the k-parameters are computed by Eqs. (11.101). Using the relations show that

Where kfi is the value of ki that minimizes the mean-squared forward prediction error

And kbi is the value of ki that minimizes the mean-squared backward prediction error

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