Suppose that the AR(2) process in Problem 12.20 is corrupted by an additive white noise process v(n)
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Suppose that the AR(2) process in Problem 12.20 is corrupted by an additive white noise process v(n) with variance ?2v. Thus we havey(n) = x(n) + v(n)(a) Determine the difference equation for y(n) and thus demonstrate that y(n) is an ARMA(2, 2) process. Determine the coefficients of the ARMA process.(b) Generalize the result in part (a) to an AR(p) processAndy(n) = x(n) + v(n)
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Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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