- What is the autocorrelation sequence?
- How do you find the autocorrelation of a sequence?
- What is autocorrelation in PN sequence?
- What is random sequence in DSP?
What is the autocorrelation sequence?
Autocorrelation is the coefficient of linear correlation between two terms of a sequence of random variables. Autocorrelation is also called serial correlation. Definition. Autocorrelation and weakly stationary sequences.
How do you find the autocorrelation of a sequence?
Definition 1: The autocorrelation function (ACF) at lag k, denoted ρk, of a stationary stochastic process, is defined as ρk = γk/γ0 where γk = cov(yi, yi+k) for any i. Note that γ0 is the variance of the stochastic process. The variance of the time series is s0. A plot of rk against k is known as a correlogram.
What is autocorrelation in PN sequence?
A PN code is a sequence of binary numbers with certain autocorrelation properties. These sequences are typically periodic. A maximum-length sequence is a periodic PN sequence with the longest possible period for a given length M of the shift register. The period of such a sequence is N=2M−1.
What is random sequence in DSP?
A random (or stochastic) digital process is one giving rise to an infinite set of random variables, of which a particular sample sequence x[n], -∞ < n < ∞, is just one realisation.