by Ensemble Averaging sense. This can be th frequency wy. Such Now imagine that the ct sense stationary tion coefficient fo your result with tha 1 and x od the autocorrelai vionary in the wide Se expectation with r= x + 2) with resp fori = 12 Sia(t) sin(t + oth the mean fs s nonstationary. = for random proces 2, x(t) = 5. The x(0) occurs with = sses, namely, nos fa set structure = sses isthe subset stationary random random process ON ction for wide seams correlation funciamy cal descriptor a 64 Properties ofthe Autocorrelation Function 217 Figure 6.4 A set structure for tree classes of random processes {Ne will assume thatthe autocorrelation function exists for every value of the argu- ment, x, and is the same for all member functions of the ensemble Property 6.4.1 We have already seen that the autocorrelation function at = O is the erage power of the random process Property 6.4.2 The autocorrelation function of a wide sense stationary real random process is an even function; that is: Ryx(t) = Rax( (6.4.1) This latter property is established using the ensemble average definition for a wide scase stationary real random process, as follows: Rex(t) = EIX()X(t + 1)] = EIX(t— 7) X(]= Rex(—2) [64} Scperty 6.4.3 The autocorrelation function for a wide sense stationary real random process is maximum at the origin. ‘This property is established using the fact that for any two random variables, X and me have (E[XY])? = BEX*]ELY7] [6.4.3] x(t) = {EIX(OX(t + 2)] DP () IEDE(t + RRx(0) 16.4.4) IRux(t) | = Ruoc(0) [64.51 SSPey 6.44 IERix(0) = Rxx(T), then the autocorrelation function is periodic with $2 T and the random process, X(), is said to be mean square periodic, thet is, FXit + T) — X(0)"] = 0. The proof of this property is left as an exercise