Ryy(s) eda 
1=0 
1 SNS: am 
ae | Reet oii Sy Ci FC Seka | 
Sei oF > ba | Ray(s—u! +1") EHO dey 
-SC; en” yy h 
1=0 
A Wid 5 ' 
i eto Ry ens-u@ dw 
u'=0 
ioe) 
cf yo hi e +iu'@ > h,' eou'@ a | Rat ens” (6.13) 
u'=0 2m 
If we set 
NG en 1G; (@) ee Cre r() ee 
a. (6.14) 
Dem: = re (@yen > han eogen— Hi(@)), 
Eq. 6.13 becomes 
1 
Cen C1(@)C}()sy(@)— C7 @)Hy'(@)5xy() 
— C(w)Hy(w)syA@) 
+ Hy(w)Hy(@) - sy(@). (6.15) 
From this relation, we can get 5,,(@), Sy(@), ands, (sy,), and Eq. 6.15 can be written 
o2 * 
Sy(@) — Sy(@ 
=87 5 (Geayimen| ee Se (6.16) 
2m —Sy@) Sxx(w) | | Huo) 
Equation 6.16 shows the relation of the power of the white noise to the spectra of input 
and output and also of the cross spectra of input to output and the frequency response 
functions. 
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