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== Relation with signal covariance == | == Relation with signal covariance == | ||
Assuming the signals ''j<sub> | Assuming the signals ''Y(i,j)'' have zero mean (their temporal average is zero, or Σ<sub>i</sub> ''Y(i,j)'' = 0), their [[:Wikipedia:Covariance|covariance]] is defined as: | ||
:<math>C(j_1,j_2) = \sum_i {Y(i,j_1)Y(i,j_2)},\!</math> | :<math>C(j_1,j_2) = \sum_i {Y(i,j_1)Y(i,j_2)},\!</math> |