D

Power Spectra and the Correlation Function

To get a feeling for the autocorrelation function *G*(*τ*) defined in (2.1), let us consider a signal that can assume only (and with equal probability) the two values *F* and − *F*. The signal switches at random from *N*(*τ*) = *F* to *N*(*τ*) = − *F* with a constant probability *λ* per time unit (MacDonald 1962). Thus, N(*τ*_{0})_{τ0} = 0. The autocorrelation function can be calculated according to the number of times the signal has managed to switch during the time interval τ:

(D.1) |

The first line in this formula describes ...

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