For a sinusoidal signal the power spectrum exhibits a peak at the signal frequency . This suggests a method of measuring frequency of sinusoidal signals and dominant frequencies of non-sinusoidal periodic signals. White noise is defined as a signal whose amplitude at a given instant is purely a random variable within with certain limits. Hence the signal is correlated with itself when and uncorrelated for all .
The cross-correlation function for a pair of signals and is defined as
Figure 1.10: Examples of Autocorrelation and Power spectrum. |
Here is a band-limited function that is zero if where is a prescribed large value.
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