NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K Publishing, 2007, ISBN 978-0-9745607-4-8. - Copyright © 2017-09-28 by Julius O. Smith III - Center for Computer Research in Music and Acoustics (CCRMA), Stanford University

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Appendix B: Introductory Statistical Signal Processing

The correlation operator defined above plays a major role in statistical signal processing. This section gives a short introduction to some of the most commonly used elements. The student interested in mastering the concepts introduced briefly below may consider taking EE 278 in the Electrical Engineering Department. For further reading, see [16,20].

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Subsections

• Cross-Correlation
• Applications of Cross-Correlation
• Autocorrelation
• Coherence

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