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  1. Home
  2. Random processes
  3. Correlation functions and power

Correlation functions and power spectra

OpenStax
@
Random processes
Correlation and covariance
Stationarity
Ergodicity
Spectral properties of random signals
1   Relation of power spectral density to acf
2   Linear system (filter) with wss input
3   Physical interpretation of power spectral density
White and coloured processes

Source:  OpenStax, Random processes. OpenStax CNX. Jan 22, 2004 Download for free at http://cnx.org/content/col10204/1.3
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