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predicts the past value of a stationary random process from
observation of given values of the process
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having data sequence x(n), x(n-1), ...., x(n-p+1) from
a stationary random process and the objective is to predict
the value x(n-p) of the process. One step backward linear
predictor of order p gives:
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the difference between x(n-p) and it's predicted value is
called backward prediction error, given as: