Autocorrelation
The cross-correlation of a signal with itself gives the autocorrelation function of that signal:
![]() |
(C.25) |
Note that the autocorrelation function is Hermitian:
![$\displaystyle r_x(-l) = \overline{r_x(l)}
$](http://www.dsprelated.com/josimages_new/sasp2/img2674.png)
When
![$ x$](http://www.dsprelated.com/josimages_new/sasp2/img38.png)
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Cross-Power Spectral Density