so that (10.62b) becomes

(10.67b) images

where (10.67c) follows from the fact that autocovariance sequence {ρ(x)}of the signal is given by the inverse Fourier transform of its PSD function images . By denoting


we have from (10.67c) that

where (10.69a) follows by defining image as the DTFT of the observation sequence


and in (10.69b), we have defined the periodogram of the transformed observation sequence images to be Ŝ(F):


Comparison of (10.69b) with ( ...

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