In Wss Process the Autocorrelation Is?

2: The autocorrelation function of a WSS random process is an even function; that is, R_XX(τ) = R_XX(–τ). This property can easily be established from the definition of autocorrelation. Note that R_XX(−τ) = E[X(t)X(t−τ)]. Since x(t) is WSS, this expression is the same for any value of t.

What process WSS?

A random process is called weak-sense stationary or wide-sense stationary (WSS) if its mean function and its correlation function do not change by shifts in time.

What is autocorrelation in random process?

Introduction to Random Processes

Basically the autocorrelation function defines how much a signal is similar to a time-shifted version of itself. A random process X(t) is called a second order process if E[X²(t)] < ∞ for each t ∈ T.