Autocorrelation function of the output of the nonlinear device

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Discussion Overview

The discussion revolves around the autocorrelation function of the output from a nonlinear device, particularly in the context of input signals that include noise and different frequencies. Participants explore how to derive the autocorrelation function for various input conditions and its implications for power spectral density.

Discussion Character

  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant inquires about the autocorrelation function for different inputs with varying frequencies, suggesting a need for clarity on how noise impacts this function.
  • Another participant asserts that the autocorrelation should be linear and expects to see distinct autocorrelation spikes corresponding to the different frequencies.
  • A participant questions whether the proposed autocorrelation function accounts for noise correctly, expressing concern about potentially double-counting noise in the calculations.
  • There is a suggestion that the only noise considered is n(t), which is assumed to have zero autocorrelations.
  • One participant seeks recommendations for literature on autocorrelation formulas specifically for nonlinear devices.
  • Another participant challenges the classification of the system as nonlinear, arguing that the periodic signals are combined in a linear manner, despite their periodic nature.
  • A general modeling approach is proposed, mentioning the Auto-Regressive Integrated Moving Average (ARIMA) model and the Box-Jenkins method as potentially applicable techniques for analyzing the output time series.

Areas of Agreement / Disagreement

Participants express differing views on the linearity of the autocorrelation function and the treatment of noise in the calculations. There is no consensus on whether the system should be classified as nonlinear, and the discussion remains unresolved regarding the correct formulation of the autocorrelation function.

Contextual Notes

Participants have not fully resolved the implications of noise on the autocorrelation function, nor have they clarified the assumptions regarding the linearity of the system. The discussion includes various interpretations of the autocorrelation function based on different input conditions.

baby_1
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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
 
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The autocorrelation should be linear. You should see the separate autocorrelation spikes for the w1 and w2 frequencies.
 
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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
 
baby_1 said:
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
I was assuming that the only noise is n(t), and that it has 0 autocorrelations.
 
Thanks FactChecker for your help
Could you recommend good literature that cover autocorrelation formula for non-linear device?
 
baby_1 said:
Thanks FactChecker for your help
Could you recommend good literature that cover autocorrelation formula for non-linear device?
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.
 
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