Stochastic Process xn]is a sequence of RVs defined for every n 。Mean E(c[m])=ux .Auto-correlation(ACF)raca(k)=E([n]x*[n+]) .Auto-covariance caz()=Taca [k]- Joint WSS process x[n],y[n] Cross correlation (CCF)rzu(k)=E([n]y*[n+]) Cross covariance cay (k)=ray [k]-uay Power Spectrum Density(PSD) 。Auto PSD P(f)=∑-orzr[exp(-j2mf 。Cross PSD Pi(f)=∑-rrw[Aexp(-j2mf) Pay(f)=Pz(f)x[n] is a sequence of RVs defined for every n Mean Auto-correlation(ACF) Auto-covariance Joint WSS process x[n], y[n] Cross correlation (CCF) Cross covariance Power Spectrum Density(PSD) Auto PSD Cross PSD Stochastic Process 12 E(x[n]) = ¹x r xx(k) = E(x[n]x ¤ [n + k]) c xx(k) = r xx[k] ¡ ¹ 2 x rxy(k) = E(x[n]y ¤ [n + k]) cxy(k) = rxy[k] ¡ ¹x¹y Pxx(f) = P1 k=¡1 rxx[k] exp(¡j2¼fk) Pxy(f) = P1 k=¡1 rxy[k] exp(¡j2¼fk) Pxy(f) = P ¤ yx (f)