The covariance function, Cx(τ), of a stationary stochastic process, x(t), is said to be positive definite. This means that
A. $${C_x}\left( \tau \right) \geqslant 0{\text{ for all }}\tau $$
B. $$\int\limits_{ - \infty }^\infty {{C_x}\left( \tau \right)d\tau \geqslant 0} $$
C. $$\int\limits_{ - \infty }^\infty {{C_x}\left( \tau \right)\exp \left( { - j\omega \tau } \right)d\tau \geqslant 0} {\text{ }}$$
D. $${C_x}\left( 0 \right) \geqslant 0$$
Answer: Option A
Related Questions on Signal Processing
The Fourier transform of a real valued time signal has
A. Odd symmetry
B. Even symmetry
C. Conjugate symmetry
D. No symmetry
A. $$V$$
B. $${{{T_1} - {T_2}} \over T}V$$
C. $${V \over {\sqrt 2 }}$$
D. $${{{T_1}} \over {{T_2}}}V$$
A. $$T = \sqrt 2 {T_s}$$
B. T = 1.2Ts
C. Always
D. Never
A. $${{\alpha - \beta } \over {\alpha + \beta }}$$
B. $${{\alpha \beta } \over {\alpha + \beta }}$$
C. α
D. β

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