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

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)}.

David · Accepted Answer

 
 
1
1 2
1 2
1
1
( )
1 0.9
                               
1 1.6 0.63
1 1.6 0.63
 ,      
1 0.9
            :                   0.7  0.9
            :

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....

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