Autocorrelation Definition and 57 Threads

Hi everybody, please someone can explain me what is the autocorrelation time and how it is linked to coviarance? thank you!

I'm stuck with an elementary thing, it must be something obvious but I can't see what's wrong. Here it goes. I was writing up some elementary course material for an instrumentation course, and wanted to quickly introduce "white noise". Now, the usual definition of white noise is something...

I am given the autocorrelation of a wss rp which modulates a carrier cos( w0 t + \Theta ). I am to find the autocorrelation of the output Y(t). I have found the autocorrelation of the carrier and I'm not sure what to do next. If it were possible to get the rp from its autocorrelation, it...

I am reading a research paper about "narrow" autocorrelation and at the beginning there is an expression I don't unterstand http://www.wellesley.edu/Physics/brown/pubs/acv85_P1595-P1601.pdf" Does someone know what is meant with the word cross term?

I would like to know how to find the autocorrelation function. If there are any links for free e-books that can I downloaded to study the autocorrelation function and its properties in details. Thanks!

What is the relationship between Expectations, Moments, and Autocorrelation. Can somone please please give me some examples? thanks

hi, I would like to know why dirak-delta function is used in autocorrelation in a way that the following is true: <å(t)å(t')>=2Dä(t-t') where å(t)is Gaussian white noise and D is the strength of the noise. Dora