Consider a signal x[n] = s[n] + w[n], where s[n] satisfies the difference equation
s[n] = 0.8s[n − 1] + v[n].
v[n] is a zero-mean white-noise sequence with variance σ2v= 0.49 and w[n] is a zero-mean white-noise sequence with variance σ2w= 1. The processes v[n] and w[n] are uncorrelated. Determine the autocorrelation sequences Φss [m] and Φxx[m].
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