Convolution and Correlation
We have thus far considered Fourier transforms of single signals and of linear combinations of signals. In this chapter we consider another means of combining signals: convolution integrals and sums. This leads naturally to the related topics of correlation and products of signals. As with the transforms themselves, the details of the various definitions may differ depending on the signal type, but the definitions and the Fourier transform properties will have the same basic form.
KeywordsDiscrete Time Autocorrelation Function Continuous Time Central Limit Theorem Equivalent Width
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