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Lecture 24: Cross-correlation and spectral analysis

Lecture 24: Cross-correlation and spectral analysis. MP574. Correlation and Spectral Analysis. Application 4. Review of covariance. Autocorrelation (Autocovariance). Noise Power. Zero-Mean Gaussian Noise. Power Spectrum. E{P n ( k )} = s 2 = 1.12 = R n (0). Auto-correlation.

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Lecture 24: Cross-correlation and spectral analysis