FOURIER trasform of correlation coefficient

lucamirtanini · March 24, 2019, 06:08

I ve a new doubt about the definition of power spectral density.
Why in the definition the integral goes from - $\infty$ to $\infty$ ?
In other words, why he takes in account also the negative time differences $\tau$ ?

LuckyTran · March 24, 2019, 21:07

Autocorrelation is the same way, also negative inf in time to positive inf in time for a wide sense stationary process. For periodic signals (finite length signals) you can define the autocorrelation from t=0 to t=period but it's already implied that the periodic extension of the same signal is also stationary.

March 24, 2019, 21:07		#2
LuckyTran Senior Member Lucky Join Date: Apr 2011 Location: Orlando, FL USA Posts: 5,680 Rep Power: 66	Autocorrelation is the same way, also negative inf in time to positive inf in time for a wide sense stationary process. For periodic signals (finite length signals) you can define the autocorrelation from t=0 to t=period but it's already implied that the periodic extension of the same signal is also stationary. lucamirtanini likes this.

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
correlation coefficient calculation	lucamirtanini	Main CFD Forum	9	March 21, 2019 09:13
Fast Fourier Transform on Lift Coefficient	Eli Gali	Main CFD Forum	5	November 26, 2016 20:50
Ansys CFX problem: unexpected very high temperatures in premix laminar combustion	faizan_habib7	CFX	4	February 1, 2016 17:00
Question about heat transfer coefficient setting for CFX	Anna Tian	CFX	1	June 16, 2013 06:28
Automotive test case	vinz	OpenFOAM Running, Solving & CFD	98	October 27, 2008 08:43