由联合平稳条件： E{x (n k ) x* (n l )} = rx (l - k ) 由联合平稳条件：
且 rx (l ) = rx* ( l )
E{d (n) x* (n l )} = rdx (l )
∑ h(k )r (l k ) = rk =0 x
p 1
dx
(k ) ,
l = 0,1,L , p 1
rx (0) rx* (1) L rx* ( p 1) h(0) rdx (0) * h(1) rdx (1) rx (0) L rx ( p 2) rx (1) = M L L M M rdx ( p 1) rx (0) h( p 1) rx ( p 1) rx ( p 2) L
R x h = rdx3
h=R r
1 x dx