Correlation confused on integration

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SUMMARY

The discussion focuses on the correlation of complex exponentials defined by the equation x(n)=exp(i(x*n+theta1)) +exp(i(y*n+theta2)), where x and y are constants and theta1, theta2 are uniformly distributed random variables on [0,2π]. The expected value R(f) is derived as R(f) = E[{ exp(i(x*n+theta1)) +exp(i(y*n+theta2)) }exp(-i(x*(n-f)+theta1)) +exp(-i(y*(n-f)+theta2)) ], leading to a conclusion that the integral over both theta1 and theta2 results in 4π*exp(i*x*f). The discussion highlights the importance of using LaTeX for clarity in mathematical expressions.

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cutesteph
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x(n)=exp(i(x*n+theta1)) +exp(i(y*n+theta2)) x and y are constants , theta1, theta2 are uniform random on [0,2*pi]

R(f) =E[{ exp(i(x*n+theta1)) +exp(i(y*n+theta2)) }exp(-i(x*(n-f)+theta1)) +exp(-i(y*(n-f)+theta2)) }]
= 4 products 2 of which will be similar but with the opposite constants

E[exp(i*x*n+i*theta1 -i*x*n+i*n*f0i*theta1] = E[exp(i*x*f)] =integral exp(i*x*f) dtheta1 0 to 2 pi = 2*pi*exp(i(x*f)
Or am I suppose to integral over both theta1 and theta 2 to get 4*pi*exp(i*x*f) ? E[exp(i*n*n+i*theta1 -i*y*n +i*y*f- i*theta2 ] = double integral of the inside but it equals zero since we can separate the exponential and get exp(i*theta1) and the integral of this over 0 2pi = 0.
Right?
 
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You're going to get much more responses if you learn LaTeX. It'll make your posts way more readable. Read this: https://www.physicsforums.com/showpost.php?p=3977517&postcount=3

Anyway, because jbunniii asked me to:

cutesteph said:
Let ##x(n)=e^{i(xn+\theta_1)} +e^{i(yn+\theta_2)}##, where ##x## and ##y## are constants and ##\theta_1## and ##\theta_2## are uniform random on ##[0,2\pi]##.

Let ##R(f) = \mathrm{E}\left[\left(e^{i(xn+\theta_1)} +e^{i(yn+\theta_2)}\right)e^{-i(x(n-f)+\theta_1)} + e^{-i(y(n-f)+\theta_2)}\right]## This will give ##4## products of which ##2## will be similar but with the opposite constants.

We see that

\mathrm{E}\left[e^{ixn+i\theta_1 -ixn+inf_0i\theta_1}\right] = \textrm{E}\left[e^{ixf}\right] =\int_0^{2\pi} e^{ixf} d\theta_1 = 2\pi e^{ixf}

Or am I supposed to integral over both ##\theta_1## and ##\theta_2## to get ##4\pi e^{ixf}##?

\textrm{E}\left[e^{inn+i\theta_1 -iyn +iyf- i\theta_2}\right]

is a double integral of the inside but it equals zero since we can separate the exponential and get ##e^{i\theta_1}## and the integral over this with bounds ##0## to ##2\pi## equals ##0##, right?
 
Last edited:
There seem to be some typos in the formulas, which make it difficult to understand what is being presented.
 

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