Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”, p. 14 exercise 1.1
Author: Panagiotis
2
Jan
Exercise
[1, p. 14 exercise 1.1] asks to prove that
is a monotonically increasing function over the interval

. Furthermore it asks to show that due to the monotonicity of the peaks of the spectral estimate shown in
[1, Figure 1.2b] that they must also be present in the spectral estimate of
[1, Figure 1.2a].
Solution: We notice that the first derivative of

at any domain point

is positive

thus

is a monotonically increasing function. For a function

with range

the extreme points (e.g.: maxima) of

can be found on domain points where the first derivative is zero or at the boundaries. The function

has a derivative equal to
Thus

has the same local extrema as

and peaks in

are shown as such in

because rising sequences in

rise also in

to higher values, and the first derivative of

is zero at the same points where the derivative of

is zero; Q.E.D..
[1] Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”, Prentice Hall, ISBN: 0-13-598582-X.
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