# Questions tagged [autocorrelation]

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

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### Ringing/Oscillation in the reconstructed Periodogram

I have an original periodogram that I need to model with autoregressive process. However the model isn't right as it is not fitted well to the original periodogram. I am suspecting I am doing ...
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### Processes/Transforms involved to get brainwave data from raw EEG? (Autocorrelation confusion)

Not clear on what the autocorrelation function of raw EEG means physically why can't you take the FT of a the EEG itself and get frequency data? With BCI & basic electrode setups you can ...
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### Prove that a specific auto-correlation function is even

Background (from digital signal processing): The $\delta$ function is defined as below: $$\delta[n]=\begin{cases} 1 \quad \mbox{if} \hspace{.4em} n=0\\ 0 \quad \mbox{o.w.} \end{cases}$$ In an LTI (...
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### How to compute autocorrelation with exponential IIR filter efficiently

I have a discrete dataset (called V). I want to compute the autocorrelation of V at multiple time horizons. Normally I know that I can use the IFFT of the PSD. But in my case I need it with ...
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### How to apply the window function when finding autocorrelation?

I want to get frequencies from amplitudes and I'm following Chap 5.1.1 from Speech Signal Processing by Praat As the in pictures, I will multiply the signal $s(t)$ with the Hanning window $w(t)$, ...
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### Mean of input based on acf of filtered output

By looking at the ACF of the output of a filter whose impulse response I know, can I approximate the mean of the input? For example ...
I'm having trouble showing the following relation: The autocorrelation of a LTI system with impulse response $h[n]$, input $x[n]$ and output $y[n]=h[n]*x[n]$ is given as: $r_{yy} = r_{hh}*r_{xx}$ ...
I'm almost definitely misunderstanding this, but as far as I can tell we can equate the Fourier transform of the auto-correlation function $R_{xx}(\tau)$ with power spectral density (PSD) like so: \$\...