Random Variable, Probability, Machine Learning, Signal Processing, Stochastic Process.
the cross-correlation between X(t) and Y(t). Observation 7: Since X(t) is a WSS process then it has a constant mean therefore the expected value of Y(t) is also constant (Equation 1). Equation 2 says that the cross-correlation between X(t) and Y(t) is only the function of the time lag. Equation 3