Show that the autocorrelation function of a WSS process ({X}) presents the following properties: (a) (R_{X}(0)=Eleft{X^{2}(n) ight})
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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 \(v\).
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Related Book For
Digital Signal Processing System Analysis And Design
ISBN: 9780521887755
2nd Edition
Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto
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