Question: simple filtre on Python Write a subroutine for a general ARMA filter with: inputs: b: an array of MA coefficients a: an array of AR

simple filtre on Python

Write a subroutine for a general ARMA filter with:

inputs:

  • b: an array of MA coefficients
  • a: an array of AR coefficients
  • x: an array of inputs
  • outputs:
    • y: array of outputs for the filter.

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