Show that the autocorrelation function of a WSS process ({X}) presents the following properties: (a) (R_{X}(0)=Eleft{X^{2}(n) ight})

Question:

Show that the autocorrelation function of a WSS process \(\{X\}\) presents the following properties:

(a) \(R_{X}(0)=E\left\{X^{2}(n)\right\}\)

(b) it is an even function; that is: \(R_{X}(v)=R_{X}(-v)\), for all \(v\)

(c) it has a maximum at \(v=0\); that is: \(R_{X}(0) \geq\left|R_{X}(v)\right|\), for all \(v\).

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Digital Signal Processing System Analysis And Design

ISBN: 9780521887755

2nd Edition

Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto

Question Posted: