Abstract
Based on the fundamentals of the correlation analysis as outlined in Chap. 6 for the continuous-time case, the discrete-time case will now be examined more closely in this chapter. This case is required for the implementation on digital computers. The difference in the treatment of continuous-time and discrete-time signals is rather small as it only affects the calculation of the correlation functions, where basically the continuous-time integration must be replaced by the summation of discrete values. In Sect. 7.1, the estimation of the correlation function is treated again.
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© 2011 Springer Berlin Heidelberg
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Isermann, R., Münchhof, M. (2011). Correlation Analysis with Discrete Time Models. In: Identification of Dynamic Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78879-9_7
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DOI: https://doi.org/10.1007/978-3-540-78879-9_7
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