expectation of a signal

Status
Not open for further replies.
M

microtorrent135

Newbie level 1
Joined
Jun 19, 2010
Messages
1
Helped
0
Reputation
0
Reaction score
0
Trophy points
1,281
Visit site
Activity points
1,285
I want to know what does it means the Expected value of a signal X times the conjugate transpose of itself. X is a matrix with complex entries.

 

microtorrent135 said:
I want to know what does it means the Expected value of a signal X times the conjugate transpose of itself. X is a matrix with complex entries.

View attachment 99289
Click to expand...

It is telling autocorrelation at zero lag.
note that autocorrelation is representation of the degree of similarity between a given time series and a lagged version of itself over successive time intervals.
 

Status
Not open for further replies.

Similar threads

Menu
Log in
Register
Cookies are required to use this site. You must accept them to continue using the site. Learn more…