In wss txheej txheem autocorrelation yog?

2024 Tus sau: Elizabeth Oswald | [email protected]. Kawg hloov kho: 2024-01-13 00:07

2: Lub luag haujlwm autocorrelation ntawm WSS random txheej txheem yog ib qho kev ua haujlwm; uas yog, R_XX(τ)=R_XX(–τ) . Cov cuab yeej no tuaj yeem tsim tau yooj yim los ntawm kev txhais ntawm autocorrelation. Nco ntsoov tias R_{XX(−τ)=E[X(t)X(t−τ)]. Txij li thaum x(t) yog WSS, qhov kev qhia no yog tib yam rau txhua tus nqi ntawm t.}

txheej txheem WSS?

Ib txheej txheem random yog hu ua qaug zog-sensitive nyob ruaj ruaj lossis dav-sensitive nyob ruaj ruaj (WSS) yog nws txhais tau tias muaj nuj nqi thiab nws txoj kev sib raug zoo tsis hloov pauv raws sijhawm.

Dab tsi yog autocorrelation hauv cov txheej txheem random?

Introduction to Random Processes

Basic the autocorrelation function txhais tau tias ntau npaum li cas lub teeb liab zoo ib yam li lub sijhawm hloov pauv ntawm nws tus kheej . Tus txheej txheem random X(t) yog hu ua txheej txheem thib ob yog E[X^{2(t)] < ∞ rau txhua t ∈ T.}

Dab tsi yog autocorrelation hauv cov txheej txheem stochastic?

Yog X thiab Y sawv cev rau tib txoj kev stochastic CT ces qhov sib txheeb ua haujlwmdhau los ua qhov tshwj xeeb hu ua autocorrelation. R.

Yog txoj kev Gaussian WSS lossis SSS?

yog cov txheej txheem sib koom ua ke gaussian WSS thiab SSS. Yog hais tias tus txheej txheem yog dawb gaussian suab nrov txheej txheem WSS thiab SSS nrog mean=0 thiab R(τ)=K(τ).