# Wide-Sense Stationary Processes

June 2, 2021

A random process x(n) is wide-sense stationary (WSS) if:

• The mean μx = Ex(n) is constant with respect to n (“stationary in the mean”), and
• The autocorrelation Rxx(n,m) = E[x(n+m)x*(n)] is constant with respect to n (“stationary in correlation”).

Where E is the expectation operator and Ex(n) is the expected value of the sequence x(n) at sample-time n.

Traditionally, if the data sequence x(n) is assumed WSS, then Rxx(n,m) is written as Rxx(m).