About this document
Autocorrelation in Linear Filtering by taye is a document available to read on EtoBox.
This document discusses wide-sense stationary (WSS) stochastic processes and linear filtering of random processes. It defines a WSS process as having a constant mean and an autocorrelation that depends only on the time difference. It shows that the autocorrelation and other statistics of the output of a linear, time-invariant system can be determined from the input autocorrelation using convolution. The crosscorrelation and autocorrelation theorems relate the input and output autocorrelations and crosscor
- Author
- taye
- Language
- EN