dpe 
511(@) = — Ryne? 
1(@) ee (7) 
1 = —ir@ 
S22(@) = > d Rnlre 
PSS (2.144) 
li. se 
S21(@) = = SO Rui@er a a X leading X> 
1 rw 9 
512(M@) = = y Riper see X> leading X). 
For the spectrum to exist, the correlation function must be absolutely summable, for 
example, 
SY Rar) < &. (2.145) 
—-o 
By spectral representation, using the Fourier—Stieltjes form, 
a a 
Xir= | e"°dZ1(w) X24= | edZ>(w) (2.146) 
= ’ 
0, ete (2.147) 
BNO) CAO etn cp ceen 
Z ’ 
0, Seaman (2.148) 
EldZ3(w) dZp(w')] = 5S2(w)dw, W=ao 
dZ\(w), dZ\(w'); dZ>(w), dZ2(w') are orthogonal, respectively, and also cross orthogonal, 
Z ’ 
0, alias (2.149) 
ElaZ(@)\a2(o))— ays agen 
ap) 
