Using the expression for Var (XX ())found in Exercise 10 26, show that as 2t o, Var (XX ()) Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process itself as 2t o ...

Starting with the result of Exercise 1026 As 2t ...

Using the expression for Var (XX ())found in Exercise 10.26, show that as | |

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Using the expression for Var (ṘXX (τ))found in Exercise 10.26, show that as | τ | → 2t o, Var (ṘXX (τ)) > Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process itself as | τ | → 2t o.

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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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Using the expression for Var (XX ())found in Exercise 10.26, show that as | |

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Probability and Random Processes With Applications to Signal Processing and Communications

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