Autocorrelation

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Problem 9.21a

Show that the autocorrelation is given by


(9.21a)

Solution

The autocorrelation of is given by equation (9.8e):

If we equate in equation (9.21a) to in equation (9.8e), we have , so equation (9.21a) becomes

Figure 9.21a.  Autocorrelation diagram.

Problem 9.21b

Calculate for the right triangle shown in Figure 9.21a.

Solution

Let , , , :

Figure 9.21a shows that a displacement of gives the same result.

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Autocorrelation
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