**Mumbai University > Electronics and Telecommunication Engineering > Sem 5 > Random Signal Analysis

Marks: 10M

Year: May 2016

Autocorrelation

Definition: If the process {X(t)} is stationary either in the strict sense or in the wide sense, then E{X(t).X(t-τ)} is a function of τ, denoted by $R_{xx}$ (τ)or R(τ) or $R_x$ (τ). This function R(τ)is called the autocorrelation function of the process {X(t)}

Properties:

R(t) is a even function …