Find some signal x[n] whose auto-correlation function is R[k] [closed]

1. What is auto correlation formula?
2. What is the autocorrelation function for X?
3. What is auto correlation of signals?

What is auto correlation formula?

Definition 1: The autocorrelation function (ACF) at lag k, denoted ρ_k, of a stationary stochastic process, is defined as ρ_k = γ_k/γ₀ where γ_k = cov(y_i, y_i+k) for any i. Note that γ₀ is the variance of the stochastic process.

What is the autocorrelation function for X?

Summary. The autocorrelation function of a random process X(t) is RX (t1,t2) = E[X(t1)X(t2)]. RX (t1,t2) is a 2D function. It measures the correlation between two random variables X(t1) and. X(t2)

What is auto correlation of signals?

Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them.