Hi all,

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,