2. Correlation in Signal Processing

  1. Zhe Chen1,
  2. Simon Haykin2,
  3. Jos J. Eggermont3 and
  4. Suzanna Becker2

Published Online: 1 MAR 2007

DOI: 10.1002/9780470171455.ch2

Correlative Learning: A Basis for Brain and Adaptive Systems

Correlative Learning: A Basis for Brain and Adaptive Systems

How to Cite

Chen, Z., Haykin, S., Eggermont, J. J. and Becker, S. (2007) Correlation in Signal Processing, in Correlative Learning: A Basis for Brain and Adaptive Systems, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470171455.ch2

Author Information

  1. 1

    RIKEN Brain Science Institute, Japan

  2. 2

    McMaster University, Canada

  3. 3

    University of Calgary, Canada

Publication History

  1. Published Online: 1 MAR 2007
  2. Published Print: 27 SEP 2007

ISBN Information

Print ISBN: 9780470044889

Online ISBN: 9780470171455



  • autocorrelation function and cross-correlation function;
  • statistical signal processing and time series analysis;
  • spectrum analysis methods


This chapter contains sections titled:

  • Correlation and Spectrum Analysis

  • Wiener Filter

  • Least-Mean-Square Filter

  • Recursive Least-Squares Filter

  • Matched Filter

  • Higher Order Correlation-Based Filtering

  • Correlation Detector

  • Correlation Method for Time-Delay Estimation

  • Correlation-Based Statistical Analysis

  • Discussion

  • Appendix 2A: Eigenanalysis of Autocorrelation Function of Nonstationary Process

  • Appendix 2B: Estimation of Intensity and Correlation Functions of Stationary Random Point Process

  • Appendix 2C: Derivation of Learning Rules with Quasi-Newton Method

  • Bibliographical Notes

  • Notes