Biomedical Engineering Reference
In-Depth Information
CHAPTER
9
Correlation Functions
In the general theory of harmonic analysis, an expression of considerable importance and
interest is the correlation function given in (9.1).
T 1 / 2
1
T
f 1 ( t ) f 2 ( t
+ τ
) dt
(9.1)
T 1 / 2
For the case of periodic functions where f 1 ( t ) and f 2 ( t ) have the same fundamental
angular frequency
ω
1 and where
τ
is a continuous time of displacement in the range
(
), independent of t (the ongoing time).
One important property of the correlation expression is the fact that its Fourier Tra-
nsform is given by (9.2), where f 1 ( t ) has the complex spectrum F 1 ( n ), and f 2 ( t ) has F 2 ( n ).
−∞
,
F 1 ( n ) F 2 ( n )
(9.2)
The bar ( F 1 ( n )) indicates the complex conjugate of the quantity (function) over
which it is placed. To establish this fact, the Fourier expansion of f 1 ( t ) and f 2 ( t ) can be
expressed as (9.3) and (9.4).
F 1 ( n ) e jn ω 1 t
f 1 ( t )
=
(9.3)
n
=−∞
F 2 ( n ) e jn ω 1 t
f 2 ( t )
=
(9.4)
n
=−∞
where the complex spectrums are given by (9.5) and (9.6), respectively.
T 1 / 2
1
T 1
f 1 ( t ) e jn ω 1 t dt
F 1 ( n )
=
(9.5)
T 1 / 2
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