If R(T) and Ryy(t) are the autocorrelation functions of X(t) and Y(t) respectively, then the cross correlation satisfies the inequality: | Ry(t)|S Rxx (0)Ry, (0) XY

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.5: Graphs Of Functions
Problem 48E
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Prove the following

If R(T) and Ry,(t) are the autocorrelation functions of X(t) and Y(t) respectively,
then the cross correlation satisfies the inequality:
|Ryy(T)|< \Rxx (0)Ryy (0)
XX
YY
Transcribed Image Text:If R(T) and Ry,(t) are the autocorrelation functions of X(t) and Y(t) respectively, then the cross correlation satisfies the inequality: |Ryy(T)|< \Rxx (0)Ryy (0) XX YY
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