Create a random process
X[n]
where each sample of the random process is an IID, Bernoulli random variable equally likely to be
±1
. Form a new process according to the
AR(2)
model
Y[n]= 2
1
​
Y[n−1]− 4
1
​
Y[n−2]+X[n]
. Assume
Y[n]=0
for
n<0