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  1. #1
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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 :



    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 DC and two waveforms with frequencies of σ and 3σ, 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?

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  2. #2
    Full Member level 5
    Points: 4,020, Level: 14

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    Re: Cross-correlation function problem

    Can you try solve by Matlab program or Mathematical software ? , may must to adapt littlely that eq before calculation.
    phongphan porana



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