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  Volume 3, Issue 1, Article 15
 
An Integral Inequality Bounding the Autocorrelation of a Pulse or Sequence at a Known Lag

    Authors: Robin Willink,  
    Keywords: Inequalities, Auto-correlation, Bounds.  
    Date Received: 17/07/01  
    Date Accepted: 05/11/01  
    Subject Codes:

26D15,26D07.

 
    Editors: Pietro Cerone,  
 
    Abstract:

This paper gives best bounds for the ratio $ int^{b-t}_a f(x) f(x+t) dx/int^b_a f^2(x) dx$ for any square-summable real function $ f(x)$ on the interval $ (a,b]$. Similarly, bounds are established for the autocorrelation of any pulse or finite-length sequence at any known lag, and the family of pulses and sequences attaining these bounds is identified. The form of this family is related to a half-cycle of a sinusoid. Stronger bounds are suggested for pulses known to be non-negative and unimodal or concave.

         
       
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