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July 2nd, 2013, 12:37 PM  #1 
Newbie Joined: Jul 2013 Posts: 1 Thanks: 0  Crosscorrelation function problem
Hello everyone, I have a following problem: given crosscorrelation function associated with a pair of time functions and and : if find . The idea I thought of is to apply Fourier transform to crosscorrelation function and to the first time function to evaluate spectrum of the second function and then obtain the function itself by applying inverse Fourier transform to the spectrum. But I didn't manage to do it technically. I believe it has a simple solution like comparison of two time series, say by applying trigonometric relations to crosscorrelation function we have: . Then it can be assumed that the second function should include some constant and two sinusoids with frequencies of ? and 3?, but again I don't know how to solve it technically. Unfortunately I have no answer to the problem, so please could anyone help me to solve it? 

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crosscorrelation, function, problem 
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