A question about Covariance??
- From: "VijaKhara" <VijaKhara@xxxxxxxxx>
- Date: 29 May 2006 08:50:50 -0700
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
.
- Follow-Ups:
- Re: A question about Covariance??
- From: Ikaro
- Re: A question about Covariance??
- From: Srikar
- Re: A question about Covariance??
- From: eryksun
- Re: A question about Covariance??
- From: rtonyreeder
- Re: A question about Covariance??
- Prev by Date: Re: FIR Hilber Transformer
- Next by Date: how can I decide the points of blackman window?
- Previous by thread: jpeg codec help with libjpeg6-b
- Next by thread: Re: A question about Covariance??
- Index(es):
Relevant Pages
|
|