The correlation function is a useful signal-analysis tool that engineers often overlook. Its formidable equation, which you have probably not thought about since your undergraduate signals and systems ...

This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.

ABSTRACT Many active galactic nuclei (AGNs) exhibit a highly variable luminosity. Some AGNs also show a pronounced time delay between variations seen in their optical continuum and in their emission ...

As the requirements for aerospace and defense radar systems continue to push existing limits, testing phase noise is becoming more and more challenging, particularly in the microwave and millimeter ...