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Show that the following properties hold if X(t) is a WSS process with finite second order...

Question

Show that the following properties hold if X(t) is a WSS process with finite second order...

Show that the following properties hold if X(t) is a WSS process with finite second order moments then (a) \Rxx(1)| < Rxx(0)

Show that the following properties hold if X(t) is a WSS process with finite second order moments then (a) \Rxx(1)| < Rxx(0) (b) \Rxy(t) = V Rxx(0)Ryy(0) (c) Rxx(T) = Rxx(-1)

Answers

Since, & (t) is was, so, & [X(t). X (2+2)] = Rxx (7) - (1) & {*(K)] = { [x (k+ 2)] - 2) and & [ {x (6) 7 = E [ { X(t + 27 - 3I Rey (0) = EL { vagy a Now, by using Schwarlzs inequality * Z<x<0). 944429377 = [28cegag. Flaycugno Ray Coopez Rey ) Pay Th


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