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Merge branch 'master' of github.com:spatialaudio/digital-signal-processing-lecture
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random_signals/correlation_functions.ipynb

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"source": [
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"### Definition\n",
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"\n",
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"For a continuous-amplitude, real-valued random signal $x[k]$ the ACF is defined by the [second-order ensemble avarage](ensemble_averages.ipynb#Second-Order-Ensemble-Averages) of the signal at two different time-instants $k_1$ and $k_2$\n",
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"For a continuous-amplitude, real-valued random signal $x[k]$ the ACF is defined by the [second-order ensemble average](ensemble_averages.ipynb#Second-Order-Ensemble-Averages) of the signal at two different time-instants $k_1$ and $k_2$\n",
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"\n",
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"\\begin{equation}\n",
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"\\varphi_{xx}[k_1, k_2] = E\\{ x[k_1] \\cdot x[k_2] \\}.\n",
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"source": [
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"### Definition\n",
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"\n",
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"For two continuous-amplitude, real-valued random signals $x[k]$ and $y[k]$ the CCF is defined by the [second-order ensemble avarage](ensemble_averages.ipynb#Second-Order-Ensemble-Averages) at two different time-instants $k_x$ and $k_y$\n",
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"For two continuous-amplitude, real-valued random signals $x[k]$ and $y[k]$ the CCF is defined by the [second-order ensemble average](ensemble_averages.ipynb#Second-Order-Ensemble-Averages) at two different time-instants $k_x$ and $k_y$\n",
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"\n",
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"\\begin{equation}\n",
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"\\varphi_{xy}[k_x, k_y] = E\\{ x[k_x] \\cdot y[k_y] \\}.\n",

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