Autocovariance
It measures how predictable a zero-mean random variable is from another zero-mean random variable. To define the zero-mean random variable, the mean is subtracted from the random variable.
The Variance is obtained when both time instants are equal:
Note that in a random signal, the mean and the variance are time functions. When the variance is zero, the spread around the mean is null, and a DETERMINISTIC signal is obtained.
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Project
Contact
This resource was developed as part of an Erasmus+ project, funded with support from the European Commission under grant agreement 2016-1-SE01-KA203-22064.
The project was a collaboration between:
- The University of Borås, Sweden
- The University of the Highlands and Islands, Scotland
- The University of Alcalá, Spain
- Digital Connections, Scotland
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