| We have seen that is the product of a constant and two transfer functions
This result is of fundamental importance in modeling a WSS process because of the spectral factorization theorem stated below:
Thus a WSS random signal with continuous spectrum that satisfies the Paley Wiener condition can be considered as an output of a linear filter fed by a white noise sequence {w[n]}as shown in Figure 7(a). The sequence {w[n]} is called the innovation sequence. |