Howtosignalprocessing
No it does not necessarily.
- What is auto correlation function of a random process?
- What are the properties of auto correlation?
- What is a stationary random process?
- How do you know if a random process is stationary?
What is auto correlation function of a 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.
What are the properties of auto correlation?
Properties of Auto-Correlation Function R(Z):
(i) The mean square value of a random process can be obtained from the auto-correlation function R(Z). (ii) R(Z) is even function Z. (iii) R(Z) is maximum at Z = 0 e.e. |R(Z)| ≤ R(0). In other words, this means the maximum value of R(Z) is attained at Z = 0.
What is a stationary random process?
A random process is called stationary if its statistical properties do not change over time. For example, ideally, a lottery machine is stationary in that the properties of its random number generator are not a function of when the machine is activated.
How do you know if a random process is stationary?
Intuitively, a random process X(t),t∈J is stationary if its statistical properties do not change by time. For example, for a stationary process, X(t) and X(t+Δ) have the same probability distributions. In particular, we have FX(t)(x)=FX(t+Δ)(x), for all t,t+Δ∈J.
