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IEVref:103-09-07ID:
Language:enStatus: Standard
Term: autocorrelation function
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  1. for a deterministic function, correlation function of the function and a time-delayed replica
  2. for a stationary random function, mathematical expectation of the product of the function and a time-delayed replica:

    C(t)=E[f(τ)f(t+τ)]

Note 1 to entry: The autocorrelation function of a deterministic function or a stationary random function is the inverse Fourier transform of its power spectral density.

Note 2 to entry: When a stationary random function can be considered as ergodic, its autocorrelation function can be calculated from a particular sample:

C(t)=limT12T+TTf(τ)f(t+τ)dτ


Publication date:2009-12
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Internal notes:2017-02-20: Editorial revisions in accordance with the information provided in C00020 (IEV 103) - evaluation. JGO
2017-08-25: Removed <p> tag between <li> tags. LMO
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