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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