A real-valued random process is defined by
x[]=[]+0[]
where 0[] is a unit-variance, zero-mean white noise process and where [] is definedas
[]=[-1]+1[]
with ainR and 1[] a unit variance, zero-mean white noise process independent of0[].
(a) Determine the autocorrelation x[].
(b) Determine the power spectral density function Px().