Examveda

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


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