This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...

The correlation function is a useful signal-analysis tool that engineers often overlook. Its formidable equation, which you have probably not thought about since your undergraduate signals and systems ...

The autocorrelation, partial and inverse autocorrelation functions described in the preceding sections help when you want to model a series as a function of its past values and past random errors.

Rohde & Schwarz will demonstrate FSWX3044, a twin-input 44GHz spectrum analyser with cross-correlation measurement at IMS2025 in San Francisco. The company emphasises a novel multi-path architecture ...