Consider a pair of weakly stationary processes xt and yt, Project Management

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Consider a pair of weakly stationary processes xt and yt

Consider a pair of weakly stationary processes X(t) and Y(t). Show that the cross-correlations RXY and RYX of these two processes have the following properties:

where RXX ( t) and RYY (t) are the autocorrelation functions of X(t) and Y(t) respectively.

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Project Management: Consider a pair of weakly stationary processes xt and yt

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Project Management: Consider a pair of weakly stationary processes xt and yt

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