so that (10.62b) becomes
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 . By denoting
we have from (10.67c) that
where (10.69a) follows by defining as the DTFT of the observation sequence
and in (10.69b), we have defined the periodogram of the transformed observation sequence to be Ŝỹ(F):
Comparison of (10.69b) with ( ...
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