Method of expanding noise autocorrelation function in a power series

Abstract

Under certain conditions the normalized autocorrelation function ρ(τ) of stationary random noise may be expanded as a power series about the point τ = 0. This paper indicates that the coefficients of the expansion are rather simply related to the average rate of occurrence of zeros in the noise function and its derivatives. The expansion of academic interest in providing another perspective of the relationships among the noise function, its power spectrum, and its autocorrelation function. It may also be of practical interest in providing a quick means of estimating the normalized autocorrelation function from a noise record over the range of τ in which the power series converges rapidly. The class of noise spectrum for which convergent series expansion is not possible is of interest in pointing up necessary physical characteristics of noise signals which have such spectra.