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Correlation
Analysis
Correlation analysis applies only to
stationary
stochastic processes (§
C.1.5
).
Subsections
Cross-Correlation
Cross-Power Spectral Density
Autocorrelation
Sample Autocorrelation
Power Spectral Density
Sample Power Spectral Density
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[How to cite this work]
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``
Spectral Audio Signal Processing
'', by
Julius O. Smith III
,
W3K Publishing
, 2011,
ISBN
978-0-9745607-3-1.
Copyright ©
2022-02-28
by
Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),
Stanford University
