Correlation measurement and identification--A novel approach
Athanasios Papoulis · IEEE Transactions on Automatic Control · 1970
A novel system is discussed for measuring the auto-correlationR(\tau)of a random process. The system consists of a scaling device and a filter whose output equalsR(bt). Thus,R(\tau)is determined not by a succession of discrete values but as a continuous signal in real time. It is also shown that the instrument can be used to determine the impulse responsey(t)of a dynamic systemN. The unknown responsey(t)is exhibited as a continuous signal.