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About: Autocorrelation of Random Processes

Module by: Michael Haag. E-mail the author

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Name: Autocorrelation of Random Processes
ID: m10676
Language: English (en)
Summary: The module will explain Autocorrelation and its function and properties. Also, examples will be provided to help you step through some of the more complicated statistical analysis.
Subject: Mathematics and Statistics, Science and Technology
Keywords: autocorrelation, correlation, DSP, random, random process, random signals, stationary
Document Type: -//CNX//DTD CNXML 0.5 plus MathML//EN
License: Creative Commons Attribution License CC-BY 1.0

Authors: Michael Haag (
Copyright Holders: Michael Haag (
Maintainers: Michael Haag (

Latest version: 2.4 (history)
First publication date: Jun 20, 2002 12:00 am -0500
Last revision to module: Apr 5, 2005 8:51 pm -0500


PDF: m10676_2.4.pdf PDF file, for viewing content offline and printing. Learn more.
XML: m10676_2.4.cnxml XML that defines the structure and contents of the module, minus any included media files. Can be reimported in the editing interface. Learn more.

Version History

Version: 2.4 Apr 5, 2005 8:51 pm -0500 by Charlet Reedstrom
update to cnxml-0.5, fixed typo, math update to csymbol for expected value

Version: 2.3 Jul 9, 2002 12:00 am -0500 by (Unknown)
Updated links and added new equation.

Version: 2.2 Jul 3, 2002 12:00 am -0500 by (Unknown)
Edited text and added links.

Version: 2.1 Jun 26, 2002 12:00 am -0500 by (Unknown)
New module just authored.  Verified printing.

Version: 2.0 Jun 20, 2002 12:00 am -0500 by (Unknown)
Added initial template for new module m10676

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Haag, M. Autocorrelation of Random Processes, OpenStax-CNX Web site., Apr 5, 2005.

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Haag M. Autocorrelation of Random Processes [OpenStax-CNX Web site]. April 5, 2005. Available at:

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Haag, Michael. "Autocorrelation of Random Processes." OpenStax-CNX. April 5, 2005.

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Michael Haag, "Autocorrelation of Random Processes," OpenStax-CNX, April 5, 2005,

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Haag, M. 2005. Autocorrelation of Random Processes. OpenStax-CNX, April 5, 2005.

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Haag, Michael. Autocorrelation of Random Processes. OpenStax-CNX. 5 Apr. 2005 <>.