CHAPTER 7 © Expodicity, Statistics, Estimation, and Simulation correlatio e- Note x) — Figure 7.5 Measurement of ime delay by crosscoreltion Example 7.10] system idemicaion is another useful application, Suppose it is desired vo measure the impuhe response, or the system transfer function, of near system, as Figure 7.6 shows. In Chapce = Example 62, we did this example using ensemble averaging. We may use time averaging to niques to estimate the erosscorrelation function. Let the input othe system bea random proces XG) and the outpat be ¥(0, with the impulse response denoted ash). Then the crossorelasa fanction between te input and output estimated by time averaging as follows x0 Dv a= jing f xt af xt —o)nle) dee “(oar } ffueael RO- 9 XC a) at a(0) do [Bele - 0) no) ao [RCo ne = 0) ar ‘Lethe input be an ergodic white noise random process such that Ratt =o Then R yy(r) = b(7), Quiz7.2 Suppose a random process X(t) has an autocorrelation function estimated te time averaging that is Ryx(t). Determine Ryy(2) if Y() = Xit — 7). Example 7.11] Another example i simple speech recognition scheme. Suppose we hav a speech sigan represents the sound, which is pronounced as“e,” asin see. We wish o determine if ome tore of four other sounds are the same as the sound /i. The five waveforms are shows w Figure 7.7. The waveforms have been aligned for convenience only. We calculate the am