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BSA Flow Software Installation and User's Guide - CSI

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T-τ<br />

T<br />

t<br />

τ<br />

time<br />

Figure 7-89: Assumed cyclic signal cause circular correlation.<br />

If we consider the definition (7-55) without the limiting function T→∞, the<br />

correlation function Ruv(τ) may be estimated as:<br />

R<br />

uv<br />

T<br />

1<br />

( τ) ≅ ut ( ) vt ( + τ)<br />

dt<br />

T ∫<br />

0<br />

For positive time lags τ>0, v(t+τ) will obviously require data from times<br />

later than t=T, <strong>and</strong> similarly data prior to t=0 will be required for negative<br />

lags τ

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