2.3 Linear Time-Variant Filtering of GACS Processes
Let 
and 
be jointly GACS processes, that is (Definition 2.2.10)
where 
, and let 
and 
be LTV filtered versions of and , respectively, obtained by systems with impulse response functions 
and 
.
Under assumption (2.47), substituting (2.109) into ((2.46)) leads to
Let and be LAPTV systems, that is, according to (1.107), with impulse-response ...
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