User:Naujogue/Books/Statistics and signal processing

Basic definitions

 * Stationary process
 * Ergodic process
 * Autocorrelation
 * Cross-correlation
 * Autocovariance
 * Cross-covariance
 * Coherence (signal processing)
 * Spectral density
 * Autocorrelation matrix
 * Cross-correlation matrix
 * Covariance matrix
 * Cross-covariance matrix