Blent ylmaz b 5 time averages t2 t2 xk lim 1t

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Unformatted text preview: xk(t1) xk(t1+τ) • τ is the delay parameter – x(t) = µx(t) = (1/M) Σ xk(t) BME402: Biomedical Signal Processing-II Processing10 • Average signal (as a function of time): Dr. Bülent Yılmaz Bü 5 Time averages T/2 -T/2 • µx(k) = lim (1/T) ∫ xk(t) • Time-averaged ACF TimeT/2 – Φxx (τ,k)=lim (1/T) ∫ xk(t) xk(t+τ) ,k)=lim -T/2 • FT of the ACF is the power spectral density (PSD) function – Useful in spectral analysis and filter design Dr. Bülent Yılmaz Bü BME402: Biomedical Signal Processing-II Processing11 Covariance • Cxy=E[(x-µx)(y- µy)]= ∫∫(x-µx)(y- µy) pxy(x,y) dx dy ∫∫ • Correlation coefficient • High covariance = two processes have “similar” variability or behaviour – ρxy = Cxy/σxσy – pxy(x,y): joint PDF Dr. Bülent Yılmaz Bü BME402: Biomedical Sig...
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This note was uploaded on 06/11/2012 for the course ENG 411 taught by Professor Cca during the Spring '12 term at Istanbul Universitesi.

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