For a waveform xt equal to xt find its autocorrelation func

For a waveform x(t) equal to: x(t) = find its autocorrelation function Rxx(tau).

Solution

Stationary and Ergodic Time Series

Let {yt} = {...yt?1, yt, yt+1,...} denote a sequence of random variables indexed by some time subscript t..

The time series {xt} is covariance stationary if E[xt] =