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Figure 6.2 shows some common signals and their
autocorrelations.
Figure 6.3 shows the cosine transforms of
the autocorrelations.
Cosine transform takes us from time to frequency and it also takes
us from frequency to time.
Thus, transform pairs in Figure 6.3
are sometimes more comprehensible
if you interchange time and frequency.
The various signals are given names in the figures,
and a description of each follows:
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autocor
Figure 2.
Common signals and one side of their autocorrelations.
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spectra
Figure 3.
Autocorrelations and their cosine transforms,
i.e., the (energy) spectra of the common signals.
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- cos
- The theoretical spectrum of a sinusoid is an impulse,
but the sinusoid was truncated (multiplied by a rectangle function).
The autocorrelation is a sinusoid under a triangle,
and its spectrum is a broadened impulse
(which can be shown to be a narrow sinc-squared function).
- sinc
- The sinc function is
.
Its autocorrelation is another sinc function, and its spectrum
is a rectangle function.
Here the rectangle is corrupted slightly by
``Gibbs sidelobes,''
which result from the time truncation of the original sinc.
- wide box
- A wide
rectangle function
has a wide triangle function for
an autocorrelation and a narrow sinc-squared spectrum.
- narrow box
- A narrow rectangle has a wide sinc-squared spectrum.
- twin
- Two pulses.
- 2 boxes
- Two separated narrow boxes have the spectrum of one of them,
but this spectrum is modulated (multiplied) by a sinusoidal function
of frequency, where the modulation frequency measures the
time separation of the narrow boxes.
(An oscillation seen in the frequency domain
is sometimes called a ``quefrency.'')
- comb
- Fine-toothed-comb
functions are like rectangle functions with a lower Nyquist frequency.
Coarse-toothed-comb functions have a spectrum which is a fine-toothed comb.
- exponential
- The autocorrelation of a transient exponential function
is a double-sided exponential function.
The spectrum (energy) is a Cauchy function,
.
The curious thing about the
Cauchy function
is that the amplitude spectrum
diminishes inversely with frequency to the first power;
hence, over an infinite frequency axis, the function has infinite integral.
The sharp edge at the onset of the transient exponential
has much high-frequency energy.
- Gauss
- The autocorrelation of a Gaussian
function is another Gaussian,
and the spectrum is also a Gaussian.
- random
- Random
numbers have an autocorrelation that is an impulse
surrounded by some short grass.
The spectrum is positive random numbers.
- smoothed random
- Smoothed random numbers are much the same as random numbers,
but their spectral bandwidth is limited.
Next: SETTING UP THE FAST
Up: CORRELATION AND SPECTRA
Previous: Two ways to compute
2009-03-16