Introduction Definition: the cross-correlation function for two real process x(t) and y(t is Rn(1,12)=x(1)y(t2)=」∞」myf(x1,y2k(6-19) s. ifx=x(t), and y=x(t2) are jointly stationary, the cross correlation function is a function only of the time difference t=t s Ryy(,t2)=R(r) Properties of the cross-correlation function of two real jointly stationary process are as follows: (1)R(-7)=R (6-20) (2)R()√R0R(O) (6-21) 3)|R2(r)[R2(0)+R1(O) (6-227 Introduction • Definition : the cross-correlation function for two real process x(t) and y(t) is: ( , ) ( ) ( ) ∫ ∫ ( , ) (6 -19) ∞ -∞ ∞ R t 1 t 2 x t 1 y t 2 -∞xyf x1 y2 dxdy x y = = x • if x=x(t1 ), and y=x(t2 ) are jointly stationary, the cross￾correlation function is a function only of the time difference τ=t2 -t1 . ( , ) ( ) 1 2  x y Rx y R t t = • Properties of the cross-correlation function of two real jointly stationary process are as follows: [ (0) (0)] (6 - 22) 2 1 (3)| ( ) | (2)| ( ) | (0) (0) (6 - 21) (1) ( ) ( ) (6 - 20) x x y x y x y x y y x R R R R R R R R  +  − =    