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H-20
Gary Matchett Hints — 9/5/02

/HW f n ( y ) EHWKHGHQVLW\RI y n = y n – 1 + x n 8VH(TWRUHODWH f n ( ) WR f n – 1 ( ) 

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H-21
Gary Matchett Hints — 9/5/02

x 1 x 2 SODQHZKHUH x 1 – x 2 ≥ a DQGLQWHJUDWHWKHVHFRQGRUGHUGHQVLW\RYHU D x 

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n n–1
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H-22
Gary Matchett Hints — 9/5/02

1 ∞
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jωt
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-XVWQRWHWKDW f ( t 1 )g ( t 2 )δ ( t 1 – t 2 ) = f ( t 1 )g ( t 1 )δ ( t 1 – t 2 ) = f ( t 2 )g ( t 2 )δ ( t 1 – t 2 ) 

jϕ ( τ ) 2
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(TWZLFHWRVKRZ R xx ( τ ) = Rxy ( τ ) DQG R yy ( τ ) = Rxy ( τ ) 

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∞
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H-23
Gary Matchett Hints — 9/5/02

VWDQWPHDQ7KHGLVFXVVLRQIROORZLQJ(TDVVXUHVWKDW x’( t ) LVQRUPDO(T

2
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H-24
Gary Matchett Hints — 9/5/02

WLRQ8VH(TVDQGE8VH([DPSOH

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H-25
Gary Matchett Hints — 9/5/02

WRUZDVQHJOHFWHGLQWKHVHWWLQJRIWKHSUREOHPOHDGLQJWRWKHW\SR7KHFRUUHFWUHVXOW
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Sx ( ω ) Sx ( ω )

1 1

ω ω
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/RZ3DVV %DQG3DVV

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RULJLQOHDGLQJWRD δ ( τ ) WHUPLQ R x’x’( τ ) 8VH7DEOHWRFRQYHUWIURP R yy ( τ ) WR
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1RWHWKDW R ( 0 ) PXVWEHUHDODQGQRQQHJDWLYHVRWKDWLWPXVWEHWKDW
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D07KHSUHVXPSWLRQLVWKDW x ( t ) LVUHDO([SUHVV E { x ( t )x̂ ( t ) } LQWHUPVRI

S xx ( ω ) XVLQI(T$WWHPSWLQJWRXVH R xx ( τ ) ZLOOIDLO

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2
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8VHLQHTXDOLW\WRVKRZWKDW S xy ( ω ) = 0 IRU ω ≠ ω 0 'HGXFHWKDW

H-26
Gary Matchett Hints — 9/5/02

S xy ( ω ) = 2πBδ ( ω – ω 0 ) 

D8VHFRQYROXWLRQLQWHJUDOVGLUHFWO\1RWH R yx LQVWHDGRI R xy 

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8VH([DPSOHDQG(T

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H-27
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SRLQWVDUULYHLQWKHLQWHUYDOSULRUWR t 0 = 7 ZKHQ h ( 7 – t ) LVQRW]HUR

6KRZWKDW S xy ( ω ) LVSXUHO\LPDJLQDU\7KHQXVH(TVDQGWRFRQILQH
H( ω) 

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)$VWKH7H[WSRLQWVRXWRQWKHERWWRPRISDJHJLYHQMXVW x ( t ) WKHUHLVQR
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T 2 ∞
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T T
m = –∞

%HJLQE\VKRZLQJWKDWWKHVWRFKDVWLFSURFHVV y ( t ) = f ( t ) LV66&67KHQVKRZ x ( t ) LV

666DQGXVH(TIRU R xx ( τ ) )LQG S xx ( ω ) GLUHFWO\IURP(TWKHQVSOLWXS
WKHLQILQLWHWLPHLQWHJUDOLQWRDVXPRYHUFRQVHFXWLYHVSDQVRIOHQJWK T )LQDOO\XVH
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N
sin σ ( τ – nT )
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σ ( τ – nT )
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1RWHWKDW ε N ( t ) = y N ( 0 ) 

$VVXPH x ( t ) LVUHDODQGXVHWKHSURRIDWWKHERWWRPRISDJH

8VH(T(TZLWK ω = 0 DQG7DEOH

6HHKLQWDERYH

H-28
Gary Matchett Hints — 9/5/02

π
1RWHWKDWLQWKHUDQJH τ < ------ DQG ω ≤ σ WKHQ cos ωτ ≥ cos στ $OVRDVVXPHWKDW
2σ
x ( t ) LVUHDODVXVXDOLQ%/SUREOHPV

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ω jστ 1 jστ
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σ jσ
1 0 ω jστ 1 jστ 0 jωτ
p 1 ( τ ) = --- ∫ 1 – ---- ( e – 1 ) e dω  p 2 ( τ ) = -------2- ( e – 1 ) ∫ e dω 8VH(T
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Gary Matchett Hints — 9/5/02

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Gary Matchett Hints — 9/5/02

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Gary Matchett Hints — 9/5/02

1RKLQW

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H-32
Gary Matchett Hints — 9/5/02

r ( τ ) → 0 8VH(T

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Gary Matchett Hints — 9/5/02

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