#### Relation to Stochastic Processes

**Property.**If a stationary random process has a rational power spectral density corresponding to an autocorrelation function , then

**Proof.**By the representation theorem [19, pp. 98-103] there exists an asymptotically stable filter which will produce a realization of when driven by white noise, and we have . We define the analytic continuation of by . Decomposing into a sum of causal and anti-causal components gives

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Power-Complementary Reflection and Transmission