Autocorrelation

Find the autocorrelation function of signal $x(t) = u(t) - u(t-1)$

Find the autocorrelation function of signal $x(t) = u(t) - u(t-1)$
  1. What is autocorrelation function formula?
  2. What is autocorrelation function in signal and system?

What is autocorrelation function formula?

Definition 1: The autocorrelation function (ACF) at lag k, denoted ρk, of a stationary stochastic process, is defined as ρk = γk0 where γk = cov(yi, yi+k) for any i. Note that γ0 is the variance of the stochastic process.

What is autocorrelation function in signal and system?

The autocorrelation function (ACF) defines how data points in a time series are related, on average, to the preceding data points (Box, Jenkins, & Reinsel, 1994). In other words, it measures the self-similarity of the signal over different delay times.

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