Cross Correlation
Note : The output of a filter, r_y defined in cell [5] is not auto-correlation of y(n). It still a cross-correlation. In order to obtain r_yy we have to pass r_y through one more filter.
Note : The output of a filter, r_y defined in cell [5] is not auto-correlation of y(n). It still a cross-correlation. In order to obtain r_yy we have to pass r_y through one more filter.