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Engineering Mathematics
Review of Viscous Flows
Review of Computational Fluid Mechanics

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The National Science Foundation
ME 537 The National Science Foundation
 Engineering Mathematics
Special Functions | Differential Equations | Fourier Series | Laplace Transforms | Probability and Random Processes | Linear Systems | Useful Integrals | Vector Identities

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