Consider the ARMA process generated by the difference equation x(n) 1 6x(n 1) 0 63x(n 2) (n) 0 9(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) ...

Consider the ARMA process generated by the difference equation x(n) = 1.6x(n 1) 0.63x(n

Question:

Consider the ARMA process generated by the difference equation
x(n) = 1.6x(n – 1) – 0.63x(n – 2) + ω(n) + 0.9ω(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)}.