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ed.ac.uk
Topic 63: Properties of Autocorrelation sequences for WSS processes (PETARS, Chapter 8)
Second-order statistics are fundamental to the definition of wide-sense stationary (WSS) processes, and this video considers the properties that a WSS autocorrelation sequence (ACS) must satisfy. Some of properties primarily derive from the key property that the ACS must be positive semi-definite, but other basic ones include the symmetrical ...
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