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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 (mjhaag@gmail.com)
Copyright Holders: Michael Haag (mjhaag@gmail.com)
Maintainers: Michael Haag (mjhaag@gmail.com)
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

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Version History

Version: 2.4 Apr 5, 2005 8:51 pm -0500 by Charlet Reedstrom
Changes: 
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)
Changes: 
Updated links and added new equation.
Version: 2.2 Jul 3, 2002 12:00 am -0500 by (Unknown)
Changes: 
Edited text and added links.
Version: 2.1 Jun 26, 2002 12:00 am -0500 by (Unknown)
Changes: 
New module just authored.  Verified printing.
Version: 2.0 Jun 20, 2002 12:00 am -0500 by (Unknown)
Changes: 
Added initial template for new module m10676

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  • the authors' names: Michael Haag
  • the title of the work: Autocorrelation of Random Processes
  • the Connexions URL where the work can be found: http://cnx.org/content/m10676/2.4/

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How to Cite and Attribute This Content

The following citation styles comply with the attribution requirements for the license (CC-BY 1.0) of this work:

American Chemical Society (ACS) Style Guide:

Haag, M. Autocorrelation of Random Processes, Connexions Web site. http://cnx.org/content/m10676/2.4/, Apr 5, 2005.

American Medical Assocation (AMA) Manual of Style:

Haag M. Autocorrelation of Random Processes [Connexions Web site]. April 5, 2005. Available at: http://cnx.org/content/m10676/2.4/.

American Psychological Assocation (APA) Publication Manual:

Haag, M. (2005, April 5). Autocorrelation of Random Processes. Retrieved from the Connexions Web site: http://cnx.org/content/m10676/2.4/

Chicago Manual of Style (Bibliography):

Haag, Michael. "Autocorrelation of Random Processes." Connexions. April 5, 2005. http://cnx.org/content/m10676/2.4/.

Chicago Manual of Style (Note):

Michael Haag, "Autocorrelation of Random Processes," Connexions, April 5, 2005, http://cnx.org/content/m10676/2.4/.

Chicago Manual of Style (Reference, in Author-Date style):

Haag, M. 2005. Autocorrelation of Random Processes. Connexions, April 5, 2005. http://cnx.org/content/m10676/2.4/.

Modern Languages Association (MLA) Style Manual:

Haag, Michael. Autocorrelation of Random Processes. Connexions. 5 Apr. 2005 <http://cnx.org/content/m10676/2.4/>.