Environmental Engineering Reference
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autocorrelation function of a noise signal
denoted by
is
the joint moment of
and
[87]
where the asterisk denotes complex conjugation,
and
denote two dis-
tinct time instants.
quantifies the connection between
and
statistically. If
the
is the mean-square value or the average power of
The autocovari-
ance of
denoted by
is defined as the joint moment of
and
and it relates to the autocorrela-
tion function by
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