Module 1: Introduction to Experimental Techniques
  Lecture 3: Data analysis
 

 

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.