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Unformatted text preview: a 1 , a 2 , . . . , a N , N X k = 1 N X l = 1 a k a * l R X ( t kt l ) The autocorrelation function is a measure of the rate of change of a random process P [  X ( t + )X ( t )  > ] = 2 { R X ( )R X ( ) } 2 Properties Autocorrelation Func. Stationary Processes A WSS random process X ( t ) is meansquare periodic if for some T we have R X ( ) = R X ( + T ) for all . We call the smallest such T > 0 the period . Note: If a WSS random process X ( t ) is m.s. periodic, then its power spectral density is a line spectra with impulses at multiples of the fundamental frequency = 2 / T . The autocorrelation function can have three types of components: (1) A component that approaches zero as ; (2) A periodic component; and (3) A component due to a nonzero mean....
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This note was uploaded on 05/05/2010 for the course ECECS 5605 taught by Professor Dasilver during the Fall '08 term at Virginia Tech.
 Fall '08
 DASILVER

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