Conceptual Question from Signal Processing - Impulse Response and AR Coefficients In continuation to the previous question Conceptual questions from signal processing I have a doubt which is: Consider an Autoregressive model (AR(2)): 
$$
y(t) = ay(t-1) + by(t-2)
$$ 

and a FIR (Moving Average, MA(2)) model 

$$
x(t) = a\epsilon(t-1) + b\epsilon(t-2).
$$ 

According to the reply in the prev question, in time domain 

$$
y[n] = h[n]\star x[n]
$$
$h$ is the impulse response. 


Is there any relation between impulse response and the coefficients of AR and MA model? 
What is the intuition of the coefficients and how do we get them?
Impulse Response is basically the FIR coefficients of the system.
Namely, a system $ H $ with an impulse response given by $ f [n] $ and a Filter $ F $ with an FIR representation of $ {f[0], f[1], \cdots, f[n]} $ are equivalent.  

Now, systems with Feedback are equivalent of both FIR and IIR (AR) filters.
But given infinite length of FIR model any LTI system can be represented by FIR coefficients.  

The relation could be easily displayed by the Laplace Transform of the system.