Defining Correlation Functions and Power Spectra for Multirate Random Processes
Charles W. Therrien
Abstract
Charles W. Therrien
Abstract
This paper proposes a representation for the time-lag cross-correlation function of two random processes sampled at different rates and its related cross-power density spectrum, using the theory of lattices. The representation of autocorrelation and the (auto)power spectral density function then follows directly.
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This paper proposes a representation for the time-lag cross-correlation function of two random processes sampled at different rates and its related cross-power density spectrum, using the theory of lattices. The representation of autocorrelation and the (auto)power spectral density function then follows directly.
Key concepts: Autocorrelation, Spectral density, Representation (politics), Spectral representation, Probability density function, Statistical physics, Correlation function (quantum field theory), Power (physics)