Verify that the cross-correlation \(r_{X, Y}\) and the cross-covariance \(c_{X, Y}\) of two random variables \(X\) and \(Y\), as defined in Equations (1.222) and (1.223), satisfy the relation

\[c_{X, Y}=r_{X, Y}-E\{X\} E\{Y\} .\]

Transcribed Image Text:

yh(n) =d[c1 sin(n)+c2 cos(n)]. (1.122)