Cyclic Autocorrelation Function.

Equation (8.7) involves an aperiodic correlation of data $ {\bf x}$. The extension to cyclic correlation estimates can also be formulated in terms of quadratic forms by wrapping each of the diagonals. For example, for $ N=6$, $ {\bf P}_2$ becomes

$\displaystyle {\bf P}_2 = \frac{1}{2N} \left[ \begin{array}{cccccc} 0 & 0 & 1 &...
...0 & 0 & 1 1 & 0 & 1 & 0 & 0 & 0 0 & 1 & 0 & 1 & 0 & 0 \end{array}\right].$ (8.8)



Baggenstoss 2017-05-19