IEVref:103-09-06ID:
Language:enStatus: Standard
Term: correlation function
Synonym1:
Synonym2:
Synonym3:
Symbol:
Definition:
  1. function f(t) which is a measure of the similarity of two deterministic functions f1(t) and f2(t), defined by

    f(t)=+f1(τ)f2(t+τ)dτ

  2. function f(t) which is a measure of the similarity of two stationary random functions f1(t) and f2(t), defined by

    f(t)=limT12T+TTf1(τ)f2(t+τ)dτ

Note 1 to entry: The Fourier transform of f(t) is equal to the product of the conjugate of the Fourier transform of f1(t) and the Fourier transform of f2(t):

F(ω)=F1(ω)F2(ω)


Publication date:2009-12
Source
Replaces:
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
CO remarks:
TC/SC remarks:
VT remarks:
Domain1:
Domain2:
Domain3:
Domain4:
Domain5: