Question: 7. X(t) and Y (t) are complex WSS processes. Define: R(T) = E{X(t + t)X*(t) } and RxY (T) = E{X(t + T)Y* (t) }.

 7. X(t) and Y (t) are complex WSS processes. Define: R(T)

7. X(t) and Y (t) are complex WSS processes. Define: R(T) = E{X(t + t)X*(t) } and RxY (T) = E{X(t + T)Y* (t) }. Show that (1) R( - T) = R* (t). (Skew symmetric) (2) R( - T) = R(t) if X(t) is real. (3) Ryy ( - T) = RYx (T). (4) Ryy ( - T) = Ryx(t) if X(t) and Y(t) are real

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