Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them. The analysis of autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal obscured by noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is often used in signal processing for analyzing functions or series of values, such as time domain signals.
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
In engineering, a transfer function of a system, sub-system, or component is a mathematical function that models the system's output for each possible input. It is widely used in electronic engineering tools like circuit simulators and control systems. In simple cases, this function can be represented as a two-dimensional graph of an independent scalar input versus the dependent scalar output. Transfer functions for components are used to design and analyze systems assembled from components, particularly using the block diagram technique, in electronics and control theory.
In mathematics and theoretical computer science, a type theory is the formal presentation of a specific type system. Type theory is the academic study of type systems.
The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after David W. Allan and expressed mathematically as . The Allan deviation (ADEV), also known as sigma-tau, is the square root of the Allan variance, .
In signal processing, group delay and phase delay are two related ways of describing how a signal's frequency components are delayed in time when passing through a linear time-invariant (LTI) system. Phase delay describes the time shift of a sinusoidal component. Group delay describes the time shift of the envelope of a wave packet, a "pack" or "group" of oscillations centered around one frequency that travel together, formed for instance by multiplying a sine wave by an envelope.
In mathematics, a permutation of a set is, loosely speaking, an arrangement of its members into a sequence or linear order, or if the set is already ordered, a rearrangement of its elements. The word "permutation" also refers to the act or process of changing the linear order of an ordered set.
In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined below. These properties apply (exactly or approximately) to many important physical systems, in which case the response y(t) of the system to an arbitrary input x(t) can be found directly using convolution: y(t) = (x ∗ h)(t) where h(t) is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication). What's more, there are systematic methods for solving any such system (determining h(t)), whereas systems not meeting both properties are generally more difficult (or impossible) to solve analytically. A good example of an LTI system is any electrical circuit consisting of resistors, capacitors, inductors and linear amplifiers.
Game theory is the branch of mathematics in which games are studied: that is, models describing human behaviour. This is a glossary of some terms of the subject.
The simply typed lambda calculus, a form of type theory, is a typed interpretation of the lambda calculus with only one type constructor that builds function types. It is the canonical and simplest example of a typed lambda calculus. The simply typed lambda calculus was originally introduced by Alonzo Church in 1940 as an attempt to avoid paradoxical use of the untyped lambda calculus.
In electrical circuit theory, the zero state response (ZSR) is the behaviour or response of a circuit with initial state of zero. The ZSR results only from the external inputs or driving functions of the circuit and not from the initial state.
The Gabor transform, named after Dennis Gabor, is a special case of the short-time Fourier transform. It is used to determine the sinusoidal frequency and phase content of local sections of a signal as it changes over time. The function to be transformed is first multiplied by a Gaussian function, which can be regarded as a window function, and the resulting function is then transformed with a Fourier transform to derive the time-frequency analysis. The window function means that the signal near the time being analyzed will have higher weight. The Gabor transform of a signal x(t) is defined by this formula:
The Volterra series is a model for non-linear behavior similar to the Taylor series. It differs from the Taylor series in its ability to capture "memory" effects. The Taylor series can be used for approximating the response of a nonlinear system to a given input if the output of the system depends strictly on the input at that particular time. In the Volterra series, the output of the nonlinear system depends on the input to the system at all other times. This provides the ability to capture the "memory" effect of devices like capacitors and inductors.
The softmax function, also known as softargmax or normalized exponential function, converts a vector of K real numbers into a probability distribution of K possible outcomes. It is a generalization of the logistic function to multiple dimensions, and used in multinomial logistic regression. The softmax function is often used as the last activation function of a neural network to normalize the output of a network to a probability distribution over predicted output classes, based on Luce's choice axiom.
In differential geometry, normal coordinates at a point p in a differentiable manifold equipped with a symmetric affine connection are a local coordinate system in a neighborhood of p obtained by applying the exponential map to the tangent space at p. In a normal coordinate system, the Christoffel symbols of the connection vanish at the point p, thus often simplifying local calculations. In normal coordinates associated to the Levi-Civita connection of a Riemannian manifold, one can additionally arrange that the metric tensor is the Kronecker delta at the point p, and that the first partial derivatives of the metric at p vanish.
Neural cryptography is a branch of cryptography dedicated to analyzing the application of stochastic algorithms, especially artificial neural network algorithms, for use in encryption and cryptanalysis.
DEVS, abbreviating Discrete Event System Specification, is a modular and hierarchical formalism for modeling and analyzing general systems that can be discrete event systems which might be described by state transition tables, and continuous state systems which might be described by differential equations, and hybrid continuous state and discrete event systems. DEVS is a timed event system.
In type theory, an intersection type can be allocated to values that can be assigned both the type and the type . This value can be given the intersection type in an intersection type system. Generally, if the ranges of values of two types overlap, then a value belonging to the intersection of the two ranges can be assigned the intersection type of these two types. Such a value can be safely passed as argument to functions expecting either of the two types. For example, in Java the class Boolean implements both the Serializable and the Comparable interfaces. Therefore, an object of type Boolean can be safely passed to functions expecting an argument of type Serializable and to functions expecting an argument of type Comparable.
Channel sounding is a technique that evaluates a radio environment for wireless communication, especially MIMO systems. Because of the effect of terrain and obstacles, wireless signals propagate in multiple paths. To minimize or use the multipath effect, engineers use channel sounding to process the multidimensional spatial–temporal signal and estimate channel characteristics. This helps simulate and design wireless systems.
Properties of an execution of a computer program—particularly for concurrent and distributed systems—have long been formulated by giving safety properties and liveness properties.
