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Home Courses System Identification and Parameter Estimation Course materials Lectures Correlation functions in time and frequency domain

Correlation functions in time and frequency domain

Course subject(s) 02. Correlation Functions in Time and Frequency Response Functions

This lecture will first explain the correlation functions in time domain, then general properties of estimators and how to estimate these correlation functions will be explained. After that the Fourier transform will be reviewed and the lecture ends with the explanation of the correlation functions in frequency domain.

Tuesday, February 9, 2010

Readings

Book: Westwick & Kearney

  • Chapter 2: sections 2.3.2 – 2.3.4
  • Chapter 3: sections 3.1 – 3.2

Files

Lecture 2 - Correlation_functions_in_time_and_frequency_domain
Lecture2_mfiles.zip
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