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3.7. PROOFS 77<br />

the ijth component of matrix Σ is<br />

Σ ij =<br />

N−1<br />

∑<br />

k=0<br />

λ k α1(k)α 2 2 (i)α 2 (j) 2 ( )<br />

π(k +<br />

N cos δ1 )(i + δ 2 )<br />

cos<br />

N<br />

= α 2 (i)α 2 (j) 1 N<br />

N−1<br />

∑<br />

k=0<br />

( )<br />

π(k + δ1 )(j + δ 2 )<br />

[<br />

λ k α1(k)<br />

2 cos π(k + δ 1)(i − j)<br />

+cos π(k + δ ]<br />

1)(i + j +2δ 2 )<br />

.<br />

N<br />

N<br />

N<br />

∑ N−1<br />

In the above equation, let the first term 1 N k=0 λ kα1 2(k)cos π(k+δ 1)(i−j)<br />

N<br />

be the ijth<br />

element of matrix Σ 1 , and let the second term 1 ∑ N−1<br />

N k=0 λ kα1 2(k)cos π(k+δ 1)(i+j+2δ 2 )<br />

N<br />

be the<br />

ijth element of matrix Σ 2 . It is easy to see that the matrix Σ 1 is Toeplitz, and the matrix<br />

Σ 2 is Hankel. Inserting different values of δ 1 and δ 2 , we establish the Theorem 3.5.<br />

Proof of Theorem 3.6<br />

Consider the z-transform of sequence {h(n) :n ∈ Z} and sequence {g(n) :n ∈ Z}:<br />

H(z) = ∑ n∈Z<br />

h(n)z n ,<br />

G(z) = ∑ n∈Z<br />

g(n)z n .<br />

From (3.27), note that all the even terms in H(z)H(z −1 ) have zero coefficient except the<br />

constant term. Hence we have<br />

H(z)H(z −1 )+H(−z)H(−z −1 )=2. (3.38)<br />

Similarly from (3.28) we have<br />

G(z)G(z −1 )+G(−z)G(−z −1 )=2. (3.39)<br />

From (3.29), all the even terms in H(z)G(z −1 ) have zero coefficients, so we have<br />

G(z)H(z −1 )+G(−z)H(−z −1 )=0. (3.40)

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