Question

Which of the following properties of the autocorrelation function is/are correct?

• A. The autocorrelation function $R_X\left(\tau \right)$ is an even function of $\tau$
• B. The minimum value of autocorrelation function $R_x\left(\tau \right)$ is at $\tau =0$
  
  
• C. Fourier tranform of autocorrelation function gives power spectral density.
• D. The mean-square value of the process can be obtained from $R_x\left(\tau \right)$ simply by putting $\tau =0$

Answer 1

Answer: (A), (C), (D)

The mean-square value of the process can be obtained from $R_x\left(\tau \right)$ simply by putting $\tau =0$

The autocorrelation has maximum value at $\tau =0$, i.e.,

$\left|R_x\right(\tau \left)\right|\le R_x\left(0\right)$