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Signal Properties

In this section, n denotes the time index of a signal, m is the length of the observation vector and R is the m#m autocorrelation matrix.

Observation Vector

If s(n) is a sampled signal, the observation vector of order m is x(;n) = [s(n) s(n-1) ... s(n-m+1)]T. Thus x(i;n) = s(n-i+1)

Correlation Matrix

The m'th order correlation matrix of a stationary stochastic process is E(xxH) where x(;n) is the corresponding observation vector

Special Signals

Complex Sinewave

If s(n) = a*exp(jwn).


If s(n)=a*sin(wn),

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