求证:
R
X
(
τ
)
=
R
X
(
−
τ
)
R_X (\tau)=R_X(-\tau)
RX(τ)=RX(−τ)
证明一:
∵ 针对平稳过程,
R
X
(
s
,
t
)
R_X(s,t)
RX(s,t) 记为
R
X
(
t
−
s
)
R_X(t-s)
RX(t−s)
∴ 针对
R
X
(
τ
)
R_X(\tau)
RX(τ),可令
τ
=
t
−
s
\tau=t-s
τ=t−s
则
R
X
(
τ
)
=
R
X
(
t
−
s
)
=
R
X
(
s
,
t
)
R_X(\tau)=R_X(t-s)=R_X(s,t)
RX(τ)=RX(t−s)=RX(s,t)
R
X
(
−
τ
)
=
R
X
(
s
−
t
)
=
R
X
(
t
,
s
)
R_X(-\tau)=R_X(s-t)=R_X(t,s)
RX(−τ)=RX(s−t)=RX(t,s)
而
R
X
(
s
,
t
)
=
E
[
X
(
s
)
X
(
t
)
]
R_X(s,t)=E[X(s)X(t)]
RX(s,t)=E[X(s)X(t)],
R
X
(
t
,
s
)
=
E
[
X
(
t
)
X
(
s
)
]
R_X(t,s)=E[X(t)X(s)]
RX(t,s)=E[X(t)X(s)]
显然,
R
X
(
s
,
t
)
=
R
X
(
t
,
s
)
R_X(s,t)=R_X(t,s)
RX(s,t)=RX(t,s)
所以,
R
X
(
τ
)
=
R
X
(
−
τ
)
R_X(\tau)=R_X(-\tau)
RX(τ)=RX(−τ)
证明二:
R
X
(
τ
)
=
E
[
X
(
t
)
X
(
t
+
τ
)
]
R_X(\tau)=E[X(t)X(t+\tau)]
RX(τ)=E[X(t)X(t+τ)]
=
E
[
X
(
t
+
τ
)
X
(
t
)
]
=E[X(t+\tau)X(t)]
=E[X(t+τ)X(t)]
=
R
X
(
−
τ
)
=R_X(-\tau)
=RX(−τ),得证
本文的LaTeX代码如下:
求证:$R_X (\tau)=R_X(-\tau)$
证明一:
∵ 针对平稳过程,$R_X(s,t)$ 记为 $R_X(t-s)$
∴ 针对 $R_X(\tau)$,可令 $\tau=t-s$
则 $R_X(\tau)=R_X(t-s)=R_X(s,t)$
$R_X(-\tau)=R_X(s-t)=R_X(t,s)$
而 $R_X(s,t)=E[X(s)X(t)]$,$R_X(t,s)=E[X(t)X(s)]$
显然,$R_X(s,t)=R_X(t,s)$
所以,$R_X(\tau)=R_X(-\tau)$
\
证明二:
$R_X(\tau)=E[X(t)X(t+\tau)]$
$=E[X(t+\tau)X(t)]$
$=R_X(-\tau)$,得证