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July 2nd, 2013, 11:37 AM   #1
Joined: Jul 2013

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Cross-correlation function problem

Hello everyone,

I have a following problem:

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


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  

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