Assuming that f 0 = 0 and W <>t) rather than the value derived for the band-pass case, namely, η/(2N∆t). In doing so, make the assumption that Sˆ (P)(0) is negligible (as would be the case for a centered time series – see Exercise [6.15b]). Repeat this exercise, but now assuming that f 0 = fNso that the SDF is that of an ideal high-pass process (assume that Sˆ(P)(fN ) is negligible when N is even).
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