Probability and Random Processes
Autocorrelation
The autocorrelation of a random process is defined as
where
Note that
Energy Spectrum
It may be shown that
Dr. Goodarz Ahmadi | Turbulence & Multiphase Fluid Flow Laboratory | Department of Mechanical & Aeronautical Engineering Copyright © 2002-2005 Dr. Goodarz Ahmadi. All rights reserved. Potsdam, New York, 13699 ahmadi@clarkson.edu