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Answers to autocorrelation

Module by: Brandon Hodgson

What does the following autocorrelation function depend on?

The second term easily evaluates to 0 (Ali 2000). Thus, the autocorrelation function depends only on tau and the mean value is a constant (Ali 2000).

References

Ali M. "Probabilistic Systems Analyses : Part II," University of the Witwatersrand, South Africa, 2000.

Brandon Hodgson

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