Introduction Two random processes x(t) and y(t) are said to be uncorrelated if R3(r)=[x()y(t)=m2m (6-27) For all value of t, similarly, two random processes x(t) and y(t are said to be orthogonal if R,(z)=0 (6-28) For all value of t. If the random processes x(t)and y(t) are jointly ergodic, the time average may be used to replace the ensemble average. For correlation functions. this becomes: Rx(r)=[x(tI[y(]=[x(OIly( (6-29) 88 • Two random processes x(t) and y(t) are said to be uncorrelated if : ( ) [ ( )][ ( )] (6 - 27) x y mx my R  = x t y t = • For all value of τ, similarly, two random processes x(t) and y(t) are said to be orthogonal if ( ) = 0 (6 - 28) Rx y • For all value of τ. If the random processes x(t) and y(t) are jointly ergodic, the time average may be used to replace the ensemble average. For correlation functions, this becomes: R ( ) [x(t)][ y(t)] [x(t)][ y(t)] (6 - 29) x y  = = Introduction