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Correlation Analysis

The correlation operator (defined in §7.2.4) plays a major role in statistical signal processing. For a proper development, see, e.g., [22,28,52]. This section introduces only some of the most basic elements of statistical signal processing in a simplified manner, with emphasis on illustrating applications of the DFT.


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``Mathematics of the Discrete Fourier Transform (DFT)'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.
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Copyright © 2003-10-09 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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