Prove the squared coherence 2 yx() = 1 for all when yt = X r= arxtr, that is, when xt and yt can be

Prove the squared coherence ρ2 y·x(ω) = 1 for all ω when yt = X∞

r=−∞

arxt−r, that is, when xt and yt can be related exactly by a linear filter.