An AR(2) process is described by the difference equation
x(n) = 0.81x (n - 2) + w(n)
where w(n) is a white noise process with variance .
(a) Determine the parameters of the MA(2), MA(4), and MA(8) models which provide a minimum mean-square error fit to the data x (n).
(b) Plot the true spectrum and those of the MA (q), q = 2, 4, 8, spectra and compare the results. Comment on how well the MA (q) models approximate the AR(2) process.
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