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 ...

Let’s look at what correlation means in terms of the relationship between variables. Although our focus will be on positive correlation, we will also describe negative correlation and what we mean ...

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.