# Difference between revisions of "Dictionary:Autocovariance"

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(o, tō kō’ ver ē ∂ns) Similar to an autocorrelation except that the mean value <math>\bar{f} </math> is subtracted before the integration, and normalization is not done: | (o, tō kō’ ver ē ∂ns) Similar to an autocorrelation except that the mean value <math>\bar{f} </math> is subtracted before the integration, and normalization is not done: | ||

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<center><math>\int^{t_2}_{t_1} \left[ f(t) - \bar{f}\right]\left[(t-\tau)-\bar{f}\right] dt</math> .</center> | <center><math>\int^{t_2}_{t_1} \left[ f(t) - \bar{f}\right]\left[(t-\tau)-\bar{f}\right] dt</math> .</center> | ||

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For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized. | For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized. | ||

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## Latest revision as of 01:42, 25 December 2017

(o, tō kō’ ver ē ∂ns) Similar to an autocorrelation except that the mean value is subtracted before the integration, and normalization is not done:

For functions that have a zero mean, autocovariance is the same as an autocorrelation function that is not normalized.