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Autocorrelation function of a signal

  1. May 2, 2010 #1
    1. The problem statement, all variables and given/known data
    x(t) is a random signal taking the values 1 and -1 with equal probability in each time interval Tn of length T, i.e.

    Tn : (n-1)T [tex]\leq[/tex] t [tex]\leqn[/tex] T

    Find the autocorrelation function Rx([tex]\tau[/tex])


    2. Relevant equations
    From a quick glance at our notes:

    Rx(t1, t2) = E{X(t1)X(t2)}


    3. The attempt at a solution
    That above function doesn't really make sense to me but it's all we've got. Seriously where do I start with this problem? We've just been thrown into the control section of this course with very little background. I don't even really understand what the question is saying, I can see that

    T1 : 0 [tex]\leq[/tex] t [tex]\leq[/tex] T
    T2 : T [tex]\leq[/tex] t [tex]\leq[/tex] 2T
    T3 : 2T [tex]\leq[/tex] t [tex]\leq[/tex] 3T
    ...

    but how does that help? Isn't that just a complicated way of saying the interval is T long?
     
  2. jcsd
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