Defining Correlation Functions and Power Spectra for Multirate Random Processes
作者
C.W. Therrien
标识
DOI:10.1109/iscas.2005.1466009
摘要
This paper proposes a representation for the time-lag cross-correlation function of two random processes sampled at different rates and its related cross-power density spectrum, using the theory of lattices. The representation of autocorrelation and the (auto)power spectral density function then follows directly.