Dictionary:Autocovariance

ADVERTISEMENT
From SEG Wiki
Revision as of 02:42, 25 December 2017 by Brendisa (talk | contribs) (Marked this version for translation)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search
Other languages:
English • ‎español


(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.