## Derivation

For notational simplicity, we restrict exposition to the three-dimensional case. The general linear digital filter equation is written in three dimensions as

Consider the non-causal time-varying filter defined by

We may call the *collector matrix* corresponding to the
frequency.We have

The top row of each matrix is recognized as a basis function for the order three DFT (equispaced vectors on the unit circle). Accordingly, we have the orthogonality and spanning properties of these vectors. So let us define a basis for the signal space by

Then every component of and every component of when . Now since any signal in may be written as a linear combination of , we find that

The uniqueness of the decomposition is easy to verify: Suppose there are two distinct decompositions of the form Eq.(H.1). Then for some we have different D(k)'s. However, this implies that we can get two distinct outputs in response to the input basis function which is absurd.

That every linear time-varying filter may be expressed in this form is also easy to show. Given an arbitrary filter matrix of order N, measure its response to each of the N basis functions (sine and cosine replace ) to obtain a set of N by 1 column vectors. The output vector due to the basis vector is precisely the diagonal of .

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