Correlation vs Covariance
Student project for ECE302
by Blue
Correlation
$ \rho (X,Y) = \frac{cov(X,Y)}{ \sqrt{var(X)var(Y)} } $
Auto-Correlation
$ \big{E((X-E(X))(Y-E(Y))} $
Covariance
text
Auto-Covariance
text
Correlation vs Covariance
Student project for ECE302
by Blue
$ \rho (X,Y) = \frac{cov(X,Y)}{ \sqrt{var(X)var(Y)} } $
$ \big{E((X-E(X))(Y-E(Y))} $
text
text
