autocorrelation function


autocorrelation function

(aw-toh-kor-ĕ-lay -shŏn) A mathematical function that for a real function f(t) is given by (u )f(u –t )du

It describes, for example, the time or distance over which a signal is coherent. The cross-correlation function describes how two different signals compare as they are displaced relative to one another; for two real functions f(t) and g(t ), it is given by (u )g(u –t )du

autocorrelation function

[¦ȯd·ō‚kär·ə′lā·shən ‚fuŋk·shən] (mathematics) For a specified function f (t), the average value of the product f (t) f (t- τ), where τ is a time-delay parameter; more precisely, the limit as T approaches infinity of 1/(2 T) times the integral from -T to T of F (t) f (t- τ) dt.