=R(r) ∫xP2(xx x(Ox(t+ r)dt 1, t2 )dx, dx, Lim∑x(k)x(k+1) lim x(k)x(k +7) C(r)=C(-z) [x(n)-1]* C(t1212)=E{x(1)-2(t1) C:(t1,12) 协方[x(2)-(t2) [x(t+r)-1d =C2(0,12-1) 差函 c)-x)-|=R(-2|-mN2)=对 C(r) [x(k+)-x 2(t2)P2(x1,x2;t1,t2)hx1x2 Li Lx(k+D)-x v2(D)=R2(t,1) 2=R1() v2=R、(O) a2(1)=v2()-2(t) or=vr-Ax x2(k) 关系 R(,1)-2(t) =R2(0)-2 C(1,12)=R2(t1,12) C(T) 2(1)42(12) C(r=R(T)-x R2(r)-4 Ry(r) 互相n(,4)=Ex(4)y() Rn(4,4) 727」x(1)y(t+r)dr Lim 数 J xyp2(x, y, 1, l2)rdy R,(T=t2-t1)=Lim>x(k)y(k+D) Lim N-I kel x(ky(k+D) → Cxn(t1,12)=E{[x(1)- Cn(t)= 互协|H1()y(2)-H,(2) 方差 C,([=t-4) Lim[x()-u,]* 函数 [x-H2(t1)[y- T→∞ u,(t,)p,(x,y t,, t, )dxdy =R2()up|u+)-,1 2 1 2 1 2 2 1 2 , ) ( , ; t t dx dx x x p x x   − − = ( ) = R x =  →  − + TT T x t x t dt T Lim ( ) ( ) 21  =  →  = + N N k x k x k l N Lim 1 ( ) ( ) 1 − →  = + − = N l N k x k x k l N l Lim 1 ( ) ( ) 1 协 方 差 函 数 [ ( ) ( )]} ( , ) {[ ( ) ( )] * 2 2 1 2 1 1 x t t C t t E x t t x x x   − = − 2 2 1 2 1 2 1 2 1 1 2 ( )] ( , ; , ) [ ( ) ( )][ ( ) t p x x t t dx dx x t t x t x x     − − = − − C x ( t 1 , t 2 ) = ( 0 , ) 2 1 C t t = x − ( ) ( ) 2   xx x CR == − ( ) = ( − ) Cx Cx = x t dt x t T x TT x T Lim [ ( ) ] [ ( ) ] * 21   + − −  →  − = [ ( ) ][ ( ) ] * 1 1 x k l x x k x N N N k Lim+ − − →  = = [ ( ) ] [ ( ) ] * 1 1 x k l x x k x N l N l N k Lim+ − − − − →  = 一 些 关系 ( ) ( , ) 2 t R t t  x = x ( , ) ( ) ( ) ( ) ( ) 2 2 2 2 R t t t t t t x x x x x     = − = − ( ) ( ) ( , ) ( , ) 1 2 1 2 1 2 t t C t t R t t x x x x   = − ( 0 ) 2x R x  = 2 2 2 2 ( 0 ) x x x x x R     = − = − 2 ( ) ( ) x x x RC    −= ( 0 ) 2  x = R x =  →  =N N k x k N Lim 1 2 ( ) 1 2 2 R ( 0 ) x  x = x − 2 C ( ) R ( ) x x  = x  − 互 相 关 函 数 ( , ) { ( ) ( )} 1 2 1 2 R t t E x t y t xy = xyp ( x, y;t ,t )dxdy   2 1 2 − − = ( ) ( , )2 1 1 2 R t t R t t xy xy = −=  Rxy ( ) =  →  − + TT T x t y t dt T Lim ( ) ( ) 21  =  →  = + N N k x k y k l N Lim 1 ( ) ( ) 1 = − →  = + − N l N k x k y k l N l Lim 1 ( ) ( ) 1 互 协 方 差 函数 ( )][ ( ) ( )]} ( , ) {[ ( ) 1 2 2 1 2 1 t y t t C t t E x t x y xy  −  = − t p x y t t dxdy x t y y x ( )] ( , ; , ) [ ( )][ 2 2 1 2 1     − − = − − xy x y xy xyR C t t C t t    = − = −= ( ) ( ) ( , )2 1 1 2 Cxy ( ) = y t dt x t T y TT x T Lim [ ( ) ] [ ( ) ] * 21   + − −  →  −