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.
- Spring '12