5.9 Proofs for Section 4.8 “Discrete-Time SC Processes”

5.9.1 Proof of Theorem 4.8.3 Characterization of Discrete-Time Spectrally Correlated Processes

At first, let us observe that, analogously to the case of continuous-time signals, the functions in the right-hand side of (4.188) in general are not unambiguously determined. By opportunely selecting the support of the functions img, the corresponding functions img can be chosen to be locally invertible in intervals [p − 1/2, p + 1/2), with p integer, that is, their restrictions to these intervals are invertible. In addition, since img are in the argument of a periodic delta train with period 1, they can always be chosen with values in [− 1/2, 1/2).

Every periodic function img can be expressed as the periodic replication, with period 1, of a img or img generator function img:

(5.172) equation

The generator, in general, is not unambiguously determined and can have support of width larger than 1. However, there exists a (unique) generator with compact support contained in [− 1/2, 1/2), that is such that

(5.173) equation

With this choice for the generator, the following useful expression holds for the periodic delta train in (4.188):

(5.174) equation

Due to the local invertibility of functions img, each function img has compact support contained in [− 1/2, 1/2) where is invertible, and has values in [− 1/2, 1/2). Let us denote by img its inverse function. img has in turn compact support contained in [− 1/2, 1/2) and values in [− 1/2, 1/2). Therefore, for every img there exists only one pair (ν1, ν2) img [p1 − 1/2, p1 + 1/2) × [p2 − 1/2, p2 + 1/2) such that img or, equivalently img. Consequently, a variable change in the argument of the Dirac delta leads to (Zemanian 1987, Section 1.7)

(5.175) equation

Thus,

(5.176) equation

where the second and the third equalities are consequence of the finite support of img (and img). By substituting (5.176) into (5.174) we have

(5.177) equation

where

(5.178) equation

By using (5.177) into (4.190a), we have that (4.190b) and (4.191b) immediately follow. The proof of (4.191a) is similar. equation

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