Inverse-rFFT of the PSD recovers the (biased) autocorrelation.
Usage
morie_dsp_acf_from_psd(psd)
Arguments
- psd
PSD vector (one-sided).
Value
Numeric vector (autocorrelation).
References
Rangayyan & Krishnan (2015), Ch. 6, sec. 6.3.
Examples
freqs <- seq(0, 250, length.out = 128L)
psd <- exp(-abs(freqs - 100) / 20)
acf_est <- morie_dsp_acf_from_psd(psd)
head(acf_est)
#> [1] 0.15942141 0.04604042 -0.10380513 -0.08284596 0.02430381 0.06184920
