Noise and AutoCorrelation Function

1. What is autocorrelation in noise?
2. Does white noise mean autocorrelation?
3. What does the autocorrelation function tell you?
4. What is the relationship between the energy spectrum and the autocorrelation function?

What is autocorrelation in noise?

The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies.

Does white noise mean autocorrelation?

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.

What does the autocorrelation function tell you?

The autocorrelation function is a statistical representation used to analyze the degree of similarity between a time series and a lagged version of itself. This function allows the analyst to compare the current value of a data set to its past value.

What is the relationship between the energy spectrum and the autocorrelation function?

Energy spectral density measures signal energy distribution across frequency. Autocorrelation function of an energy signal measures signal self-similarity versus delay: can be used for synchronization. A signal's autocorrelation and ESD are Fourier transform pairs.