Consider the ARMA process generated by the difference equation
x(n) = 1.6x(n-1) – 0.63x(n-2) + w(n) +0.9w(n-1)
a) Determine the system function of the whitening filter and its
poles and zeros.
b) Determine the power density spectrum of {x(n)}. Assume
𝜎w2 as the variance of the white noise
that is used to generate X.
Consider The Arma Process Generated By The Difference Equation X N 1 6x N 1 0 63x N 2 W N 0 9w N 1 A Determ 1 (13.08 KiB) Viewed 25 times
4. Consider the ARMA process generated by the difference equation x(n) = 1.6x(n-1) - 0.63x(n-2) + w(n) +0.9w(n-1) a) Determine the system function of the whitening filter and its poles and zeros. b) Determine the power density spectrum of {x(n)}. (Assume o as the variance of the white noise that is used to generate X.
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