Study the autocorrelation function

[T.Engineer]

My best understanding is this:
You are trying to find the autocorrelation coefficient of a signal. http://en.wikipedia.org/wiki/Autocorrelation#Signal_processing

You need to first determine the R_ff(T) function.

Then you'd like to convert it into an AC coefficient as: r(T) = [R_ff(T) - Mean_f(T)^2]/Var_f(T). http://en.wikipedia.org/wiki/Autocovariance (look under "Normalization")

Am I close?

yes, exactly! My points are to determine the mean and variance.
So, as I understand from your comments that if I will find the correlation coefficient then I can determine the mean and variance.

 

[EnumaElish]

No. Typically you need to:
1. Calculate the mean
2. Calculate the variance
3. Calculate Rff
4. Put 1, 2, 3 together to calculate r (the corr. coeff.).

Is this helpful? If not, why not?

 

[T.Engineer]

No. Typically you need to:
1. Calculate the mean
2. Calculate the variance
3. Calculate Rff
4. Put 1, 2, 3 together to calculate r (the corr. coeff.).

Is this helpful? If not, why not?

Yes, it’s fine. I agree.
But I think I should start with determining Rff(T) and after that the mean and variance.
Is that’s right?

 

[EnumaElish]

Any order would be fine.