My Math Forum  

Go Back   My Math Forum > College Math Forum > Advanced Statistics

Advanced Statistics Advanced Probability and Statistics Math Forum


Reply
 
LinkBack Thread Tools Display Modes
July 2nd, 2013, 11:37 AM   #1
Newbie
 
Joined: Jul 2013

Posts: 1
Thanks: 0

Cross-correlation function problem

Hello everyone,

I have a following problem:

given cross-correlation function associated with a pair of time functions and and :



if

find .

The idea I thought of is to apply Fourier transform to cross-correlation 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 cross-correlation 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?
anderyza is offline  
 
Reply

  My Math Forum > College Math Forum > Advanced Statistics

Tags
crosscorrelation, function, problem



Thread Tools
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
Correlation problem justafinger Applied Math 0 May 4th, 2013 04:25 AM
Definition of correlation-function sydfremmer Algebra 0 November 12th, 2012 11:56 PM
Vector Function (dot/cross product) bofeity Calculus 4 February 8th, 2012 01:04 AM
Correlation Problem nils_asheim Advanced Statistics 0 April 7th, 2011 11:49 PM
NEED HELP!!! correlation problem confrused Algebra 1 December 10th, 2007 01:49 AM





Copyright © 2017 My Math Forum. All rights reserved.