Prove the following two properties of the autocorrelation function RX () of a random process X (t):
Question:
Prove the following two properties of the autocorrelation function RX (τ) of a random process X (t):
(a) If X (t) contains a DC components equal to A, then RX (τ) will contain a constant component equal to A2.
(b) If X (t) contains a sinusoidal components then RX (τ) will also contains a sinusoidal components of the same frequency.
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a Let Xt AYt where A is a constant and Yt is a zeromean random ...View the full answer
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