Consider a signal x[n] = s[n] + w[n], where s[n] satisfies the difference equation s[n]=0.8s[n-1]+v[n].

v[n] is a zero-mean white-noise sequence with variance ?²_v = 0.49 and w[n] is a zero-mean white-noise sequence with variance ?²_w = 1. The processes v[n] and w[n] are uncorrelated. Determine the autocorrelation sequences ?_ss[m] and ?_xx [m].