Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Autocorrelation function of the output of the nonlinear device

  1. Aug 3, 2016 #1
    Hello
    for an input signal with a noise we have
    6174589100_1470202354.png
    and for obtain Power spectural density we use autocorrelation function
    6302258400_1470202355.png
    where hkm is
    5460939900_1470202515.png

    but I need to know what is autocorrelation function for different inputs with different frequencies? such as
    1329197400_1470202724.png

    Any help will appericate
     
  2. jcsd
  3. Aug 3, 2016 #2

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    The autocorrelation should be linear. You should see the separate autocorrelation spikes for the w1 and w2 frequencies.
     
  4. Aug 4, 2016 #3
    Thanks FactChecker
    It means we can write autocorrelation function as this form?
    2752371800_1470301475.jpg
    but I think in above equation we consider noise for each input signal and it seems we calculate noise twice
     
  5. Aug 4, 2016 #4

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    I was assuming that the only noise is n(t), and that it has 0 autocorrelations.
     
  6. Aug 5, 2016 #5
    Thanks FactChecker for your help
    Could you recommend good literature that cover autocorrelation formula for non-linear device?
     
  7. Aug 5, 2016 #6

    FactChecker

    User Avatar
    Science Advisor
    Gold Member

    I'm not clear on why you say this is nonlinear. Although the signals of your example are periodic, they are added in a linear way. The periodic nature of the inputs does not make it nonlinear.

    If you sample a time series of the output, a very general model and technique that I think would apply is the Auto-Regressive Integrated Moving Average (ARIMA) model and the Box-Jenkins method.
     
    Last edited: Aug 5, 2016
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?
Draft saved Draft deleted



Similar Discussions: Autocorrelation function of the output of the nonlinear device
  1. Nonlinear Control (Replies: 2)

Loading...