Cross-correlation matrix: Difference between revisions

Revision as of 01:11, 27 September 2019

Latest revision as of 21:03, 14 April 2025

(4 intermediate revisions by 4 users not shown)

Line 1:

{{Otherother uses2uses|Correlation function (disambiguation)}}

{{Multiple issues|

{{disputed|date=December 2018}}

Line 37:

<math>\operatorname{R}_{\mathbf{X}\mathbf{Y}}</math> is a <math>3 \times 2</math> matrix whose <math>(i,j)</math>-th entry is <math>\operatorname{E}[X_i Y_j]</math>.

==Cross-correlation matrix of complexComplex random vectors==

If <math>\mathbf{Z} = (Z_1,\ldots,Z_m)^{\rm T}</math> and <math>\mathbf{W} = (W_1,\ldots,W_n)^{\rm T}</math> are [[complex random vector]]s, each containing random variables whose expected value and variance exist, the cross-correlation matrix of <math>\mathbf{Z}</math> and <math>\mathbf{W}</math> is defined by

Line 79:

==Further reading==

* Hayes, Monson H., ''Statistical Digital Signal Processing and Modeling'', John Wiley & Sons, Inc., 1996. {{ISBN|0-471-59431-8}}.

* Solomon W. Golomb, and [[Guang Gong]]. [http://www.cambridge.org/us/academic/subjects/computer-science/cryptography-cryptology-and-coding/signal-design-good-correlation-wireless-communication-cryptography-and-radar Signal design for good correlation: for wireless communication, cryptography, and radar]. Cambridge University Press, 2005.

* M. Soltanalian. [http://theses.eurasip.org/theses/573/signal-design-for-active-sensing-and/download/ Signal Design for Active Sensing and Communications]. Uppsala Dissertations from the Faculty of Science and Technology (printed by Elanders Sverige AB), 2014.

Line 85:

[[Category:Covariance and correlation]]

[[Category:Time series]]

[[Category:Spatial data analysis]]

[[Category:Matrices (mathematics)]]

[[Category:Signal processing]]