Two Systems, One Difference: Where the Noise Gets In

The viewer can (1) step a first-order difference equation by hand and find its static gain, (2) rewrite it with q⁻¹ as a transfer operator, (3) state what white noise is (zero mean, variance λ², E[e(t)e(t−τ)] = λ²δ(τ)), (4) derive the common form of S1 and S2 and say what c₀ is for each, and why S2's disturbance term is not white.