ESS210B
Prof. Jin-Yi Yu
Time-Lag Correlation Method
(2) Time-Lag Correlation Method
It can be shown that the autocorrelation function and power
spectrum are Fourier transform of each other. So we can obtain the continuous spectrum by by performing harmonic
analysis on the lag correlation function on the interval -TL £
t £ TL.
F(k): Power Spectrum in frequency
(k)
r(t): Autocorrelation in time lag (t)