An MA(2) process: is described by the difference equation
x(n) = w(n) + 0.81 w (n — 2)
where w(n) is a white noise proCess with variance cr2 .
(a) Determine the parameters of the AR(2), AR(4), and AR(8) models that provide a minimum mean-square error fit to the data x(n).
(b) Plot the true spectra and those of the AR (p), p = 2, 4, 8, and compare the results. Comment on how well the AR (p) models approximate the MA(2) process.
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