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
Posted: Thu May 26, 2022 10:07 am
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.
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.
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.
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.