Find autocorrelation of exponential signal $a^nu[n]$

1. How do you calculate autocorrelation of a signal?
2. How do you derive autocorrelation function?

How do you calculate autocorrelation of a signal?

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. The number of autocorrelations calculated ranges between a minimum of 2 and a maximum of 400.

How do you derive autocorrelation function?

Autocorrelation Function (ACF)

Let y h = E ( x t x t + h ) = E ( x t x t − h ) , the covariance observations time periods apart (when the mean = 0). Let = correlation between observations that are time periods apart. To find the covariance , multiply each side of the model for by x t − h , then take expectations.