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)

Question: 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)

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)}.

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