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Royi
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Correlation between 2 signals means you can say something about one of them by observing the other.

If you mean the standard correlation, $ E[xy] $$ E \left[ x y \right] $, it means you knowledge second moment statistics.
Which implies one can, using only linear functions, estimate one from the other to some level.

Correlation between 2 signals means you can say something about one of them by observing the other.

If you mean the standard correlation, $ E[xy] $, it means you knowledge second moment statistics.

Correlation between 2 signals means you can say something about one of them by observing the other.

If you mean the standard correlation, $ E \left[ x y \right] $, it means you knowledge second moment statistics.
Which implies one can, using only linear functions, estimate one from the other to some level.

Source Link
Royi
  • 20.5k
  • 4
  • 199
  • 240

Correlation between 2 signals means you can say something about one of them by observing the other.

If you mean the standard correlation, $ E[xy] $, it means you knowledge second moment statistics.