Show that the estimator for the autocorrelation function, XX (), described in Equation (10.26) is unbiased. That

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Show that the estimator for the autocorrelation function, ṘXX (τ), described in Equation (10.26) is unbiased. That is, show that E [ṘXX (τ)] = RXX (τ).

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 20, 2015 12:12 AM

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Show that the estimator for the autocorrelation function, XX (), described in Equation (10.26) is unbiased. That

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For a stationary process this ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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