Problem on the autocorrelation function


Solve the following problem:

Assume that random processes X(t) and Y (t) are individually and jointly stationary.

a. Determine the autocorrelation function of Z(t) = X(t) + Y (t).

b. Determine the autocorrelation function of Z(t) when X(t) and Y(t) are uncorrelated.

c. Determine the autocorrelation function of Z(t) when X(t) and Y (t) are uncorrelated and have zero means.

 

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Basic Statistics: Problem on the autocorrelation function
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