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# Questions tagged [autocorrelation]

Autocorrelation is the cross-correlation of a signal with itself.

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### Efficiently calculating autocorrelation using FFTs

I'm trying to calculate an autocorrelation on a platform where the only accelerated primitive I have available is the (I)FFT. I'm having a problem though. I prototyped it in MATLAB. I am, however, ...
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### Relaxation time in a stationary stochastic process

Foreword: I'll give some background here because I'm not sure all my premises are correct. I encourage you to IGNORE THE BACKGROUND, unless you're really interested / bored :) The Question I want to ...
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### Unit Problem in Designing a Filter for a Given Auto Correlation Function

Given a WSS process with the following Auto Correlation Function: $$r\left ( \tau \right ) = {\sigma}^{2} {e}^{-\alpha \left | \tau \right |}$$ The Laplace Transform would be:  R \left ( s \...
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### How to 'whiten' a time domain signal?

I am trying to understand how exactly to implement what is known as a 'pre-whitening' filter or simply a 'whitening' filter. I understand that the purpose is to make it have a delta as its ...