Autocorrelation of random process examples

1. What is the autocorrelation of a random process?
2. What is random process with example?
3. How do you calculate autocorrelation function?

What is the autocorrelation of a random process?

Autocorrelation of a random process X(t) is defined as the correlation of the random process X(t) with itself (hence the word auto) at different points in time.

What is random process with example?

Tossing the die is an example of a random process; • The number on top is the value of the random variable. 2. Toss two dice and take the sum of the numbers that land up. Tossing the dice is the random process; • The sum is the value of the random variable.

How do you calculate autocorrelation function?

The number of autocorrelations calculated is equal to the effective length of the time series divided by 2, where the effective length of a time series is the number of data points in the series without the pre-data gaps.