Suppose is a zero- mean, WSS, Gaussian random process. Find an expression for the variance of the

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Suppose is a zero- mean, WSS, Gaussian random process. Find an expression for the variance of the estimate of the autocorrelation function, ṘXX (t). That is, find Var (ṘXX (t)).

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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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Suppose is a zero- mean, WSS, Gaussian random process. Find an expression for the variance of the

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Probability and Random Processes With Applications to Signal Processing and Communications

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