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The auto-correlation equation on the finite interval

✍ Scribed by L. Von Wolfersdorf

Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
154 KB
Volume
26
Category
Article
ISSN
0170-4214

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✦ Synopsis

Abstract

Applying the Fourier cosine transformation, the quadratic auto‐correlation equation on the finite interval [0,T] of the positive real half‐axis ℝ~+~ is reduced to a problem for the modulus of the finite complex Fourier transform of the solution. From the solutions of this problem L^2^‐solutions of the auto‐correlation equation are obtained in closed form. Moreover, as in the case of the equation on ℝ~+~ a Lavrent'ev regularization procedure for the auto‐correlation equation is suggested. Copyright © 2003 John Wiley & Sons, Ltd.

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