Correlation of a signal with an amplitude-distorted form of itself
J. M. Richardson · IEEE Transactions on Information Theory · 1974
In comparing a signalf(t)with its amplitude-distorted formg(f(t)), whereg(\cdot)is a monotonically increasing function of its argument, one is led to consider the correlation function \begin{equation} R(s) \triangleq \int_{-\infty}^{\infty} dtg (f(t))f(t-s). \end{equation} A rigorous proof is given of the inequalityR(s) \leq R(O). Generalizations are presented for the cases of finite domains and of signals defined in two-dimensional space.