Question: 5. Show | 1 ae2????fi | 2 = 1 2a cos(2????f ) + a2 and | 1 a1e2????fi a2e4????fi |

5. Show

|

1 − ae−2????fi

|

2 = 1 − 2a ⋅ cos(2????f ) + a2 and

|

1 − a1e−2????fi − a2e−4????fi

|

2 =

1 − 2a1 cos(2????f ) − 2a2 cos(4????f ) + 2a1a2 cos(2????f ) + a21

+ a22

[this is just the real expansion of the denominator of the AR(2) power spectrum].

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