Solution:

Autocorrelation functions Setting $u=v$, we specialize in the continuous-time and discrete-time autocorrelation functions,

$ R_u(\tau)=R_{u, u}(\tau)=\int u(t) u^*(t-\tau) \mathrm{d} t,\\ $

$ R_u[n]=R_{u, u}[n]=\sum_l u[l] u^*[l-n] .\\ $

We now express the continuous-time crosscorrelation function in terms of the discrete-time crosscorrelation function for the particular case of a rectangular …