could you please help me out with this question:
the AR(1) model is :
X_n= aX_n-1 + Z_n;
the linear filter is :
Y_n= b X_n + c X_n-1 + b X_n-1;
how can i determine the autocorrelation function of the filter Y_n? the transfer function of the filter as well and the PSD (power spectral density ) ?
Thanks a million,