2005•Unpublished venueRequires access

Defining Correlation Functions and Power Spectra for Multirate Random Processes

Charles W. Therrien

Open publisher page 1 citations

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.

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available 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.

Key concepts: Autocorrelation, Spectral density, Representation (politics), Spectral representation, Probability density function, Statistical physics, Correlation function (quantum field theory), Power (physics)

Related papers

Back to paper searchBrowse research topicsOriginal source
Defining Correlation Functions and Power Spectra for Multirate Random Processes — Research Paper | ScholarLens