Question: An observed random process {x(n)} consists of the sum of an AR(p) process of the form And a white noise process {?(n)} with variance ?2?.

An observed random process {x(n)} consists of the sum of an AR(p) process of the form And a white noise process {?(n)} with variance ?2?. The random process {v(n)} is also white with variance ?2v. The sequences {v(n)} and {?(n)} are uncorrelated.Show that the observed process {x(n) = s(n) + ?(n)} is ARMA(p, p) and determine the coefficients of the numerator (MA component) in the corresponding system function. -> a,(k)s(n k) + v(n) s(n) =

-> a,(k)s(n k) + v(n) s(n) =

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