.AdvancedNoise.Statistics.Correlation

Information

This block calculates the correlation coefficient r between its two input signals. It should be r=1, if you use the same signal on both inputs. You can however also set the time delay delta_t, in order to perform an auto-correlation of the same signal.

Both properties are important for random numbers, as these numbers should be uncorrelated

1. for different seeds and
2. for time delays greater than the sample time.

Revisions

Developed 2014 at the DLR Institute of System Dynamics and Control