Abstract
Correlation is a function in the time-delay domain that represents a possible relationship between two functions. A signal analysis technique that uses the correlation function is referred to as “correlation analysis,” a technique that was commonly used for signal analysis until the 1960s. But correlation analysis has been pushed to a backseat role since the appearance of the FFT technique.
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Notes
- 1.
If the number of observed data is large enough to represent the property of the parent population, separations among data do not have to satisfy the sampling theorem. However, m must satisfy the criterion of the sampling theorem.
- 2.
The time constant is T of a decaying function \( e^{ - n/T} \), which is the time necessary for the amplitude to decay from 1 to \( 1/e\left( {e:2.7828} \right) \).
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Kido, K. (2015). Correlation. In: Digital Fourier Analysis: Advanced Techniques. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-1127-1_2
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DOI: https://doi.org/10.1007/978-1-4939-1127-1_2
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Online ISBN: 978-1-4939-1127-1
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