Why is the assumption that R0(x) is zero outside the interval Important in (8.21)? A stationary sequence has expectation zero and covariance function, The process is disturbed by colored noise ...

Why is the assumption that R₀(x) is zero outside the interval

Important in (8.21)?

A stationary sequence

has expectation zero and covariance function,

The process is disturbed by colored noise

with covariance function,

The process and the disturbance are independent. Determine the frequency function

and the impulse response


, for the optimal Wiener filter that minimizes

when Y(t) is the output signal from the filter with

as input signal.