A question about Covariance??



Dear members,
For two Real Random Process X(t) and Y(t), the cross-covariance is Mean
of ((X(t)-MeanX(t))(Y(t)-MeanY(t)).
I learn that people calculate the correlation of two Random Process to
determine how similar two processes are. I am wondering what is the
target of calculating the covariance? If we want to find out the
similarity of two process, correlation is enough, why we need
covariance?

One more thing, correlation is for determine the similarity of two
processes, what is the target of Auto-correlation?
Thanks a lot.

Regards

.



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