0 0 votes If the variance $\sigma_{x}^{2}$ of $d(n)=x(n)-x(n-1)$ is one-tenth the variance $\sigma_{x}^{2}$ of a stationary zero-mean discrete-time signal $x(n)$, then the normalized autocorrelation function $R_{x x}(k) / \sigma_{x}^{2}$ at $k=1$ is $0.95$ $0.90$ $0.10$ $0.05$ Discrete-time Signals gate2002-ec probability-and-statistics random-processes discrete-time-signals + – admin 195 views answer comment Share Follow Add Sync Questions Print 0 reply Please log in or register to add a comment.
