Show that if the autocorrelation function (K(s)) of a certain statistically stationary variable (y(t)) is given by
Question:
Show that if the autocorrelation function \(K(s)\) of a certain statistically stationary variable \(y(t)\) is given by
\[
K(s)=K(0) \frac{\sin (a s)}{a s} \frac{\sin (b s)}{b s} \quad(a>b>0)
\]
then the power spectrum \(w(f)\) of that variable is given by
\[
\begin{aligned}
& w(f)=\frac{2 \pi}{a} K(0) \quad \text { for } 0
& 0 \\
& \text { for } \frac{a+b}{2 \pi} \leq f<\infty \text {. }
\end{aligned}
\]
Verify that the function \(w(f)\) satisfies the requirement (15.5.16).
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