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I am studying discrete-random signal processing, Could anyone tell me by an example or reference what it means by the following?

Given an AR signal, find its PSD (power spectral density), its autocorrelation function.

First of all, I cannot find an example of an AR signal. Thank you very much for your help.

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"AR" stands for Autoregressive which are all pole systems, where a given output is based on the current input and previous outputs. This is in contrast to "MA" or Moving Average which are all zero systems, where a given output is based on the current input and previous inputs. A system with both poles and zeros is "ARMA".

Here is a nice presentation from Imperial College London with examples of finding power spectral densities and autocorrelation functions for such processes:

https://www.commsp.ee.ic.ac.uk/~mandic/ASP_Slides/ASP_Lecture_2_ARMA_Modelling_2019.pdf

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