Howtosignalprocessing
- What is autocorrelation in stochastic process?
- What is auto correlation in DSP?
- What is the difference between auto correlation and cross-correlation?
- What is the autocorrelation of white noise?
What is autocorrelation in stochastic process?
The autocorrelation function provides a measure of similarity between two observations of the random process X(t) at different points in time t and s. The autocorrelation function of X(t) and X(s) is denoted by RXX(t, s) and defined as follows: (10.2a) (10.2b)
What is auto correlation in DSP?
Autocorrelation is useful for finding repeating patterns in a signal, such as determining the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies.
What is the difference between auto correlation and cross-correlation?
Cross correlation and autocorrelation are very similar, but they involve different types of correlation: Cross correlation happens when two different sequences are correlated. Autocorrelation is the correlation between two of the same sequences. In other words, you correlate a signal with itself.
What is the autocorrelation of white noise?
A white noise process has an autocorrelation function of zero at all lags except a value of unity at lag zero, to indicate that the process is completely uncorrelated.
