Proceedings of the IRE · 1950 · 121 citations · 2 references
EngineeringElectrical EngineeringMathematicsProbability TheoryStochastic ProcessesTime Series AnalysisAutocorrelation AnalysisDigital Signal ProcessingNoiseSignal Detection TheorySignal ProcessingTime-frequency AnalysisAutocorrelation FunctionContinuous Random VariablesCorrelationCorrelation AnalysisCorrelation FunctionsPeriodic Signal AnalysisPeriodicity DetectionRandom Noise
The first part of this paper is a resumé of correlation analysis. An interpretation of the correlation function of a continuous random process is given in terms of the sum of the products obtained by representing the process as a discrete time series. An electronic correlator capable of performing the necessary mathematical operations to obtain correlation functions is described. The theory of detection of a periodic signal in random noise by the correlation method and a description of the application of the correlator to the theory are presented.
2
On the Theory of the Brownian Motion II
Ming Chen Wang, G. E. Uhlenbeck · Reviews of Modern Physics · 1945 · 2.1K citations
Engineering, Mathematics, Physics +12
Norbert Wiener · Acta Mathematica · 1930 · 1.8K citations · Full text