- #1
dionysian
- 53
- 1
Does anyone here have a good explanation of why the Fourier transform of the autocorrelation function equals the ESD of the the original signal. It kind of make sense intutively because functions that have a autocorrelation that drops of quickly are high frenquency and the Fourier transform of that resulting function will obviuosly have a wide bandwidth but it seems like there should but a analytic derivation of this.