- for a deterministic function, correlation function of the function and a time-delayed replica
- 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)=limT→∞12T∫ +T −Tf(τ)f(t+τ)dτ
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