Question

solve 4.9

4.8 An autoregressive moving average process (ARMA) is described by Find Str (f) in terms of Sxx(f) and the coefficients of the model. with reference to the model defined in Problem 4.8, find SYY(f) for the following two special cases: 4.9 x(t) is Gaussian with Sxx(f) = η/2 for all f. and (first-order moving average process) b. Same X() as in (a), with 2 (first-order autoregressive process)