An observed random process {x(n)} consists of the sum of an AR(p) process of the form...

An observed random process {x(n)} consists of the sum of an AR(p) process of the form

and a white noise process with variance The random process is also white with variance The sequences and are uncorrelated. Show that the observed process is ARMA(p, p) and determine the coefficients of the numerator polynomial (MA component) in the corresponding system function.