BSPII-ch3-filtering-intro-2008

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

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

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...
View Full Document

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.

Ask a homework question - tutors are online