The covariance fnction Cx(τ) of a stationary stochastic process x(t) is said to be positive definite. This means that

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TuteeHUB · Accepted Answer

$\mathop \smallint \limits_{ - \infty }^\infty {C_x}\left( \tau \right)dr \ge 0$

TuteeHUB · Answer

Cx(τ) ≥ 0 for all τ

TuteeHUB · Answer

$\mathop \smallint \limits_{ - \infty }^\infty {C_x}\left( \tau \right)\exp \left( { - j\omega \tau } \right)dr \ge 0$

TuteeHUB · Answer

Cx(0) ≥ 0

1.	The covariance fnction Cx(τ) of a stationary stochastic process x(t) is said to be positive definite. This means that
A.	Cx(τ) ≥ 0 for all τ
B.	\(\mathop \smallint \limits_{ - \infty }^\infty {C_x}\left( \tau \right)dr \ge 0\)
C.	\(\mathop \smallint \limits_{ - \infty }^\infty {C_x}\left( \tau \right)\exp \left( { - j\omega \tau } \right)dr \ge 0\)
D.	Cx(0) ≥ 0
Answer» B. \(\mathop \smallint \limits_{ - \infty }^\infty {C_x}\left( \tau \right)dr \ge 0\)

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