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.


Book: Westwick & Kearney

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