Triple Correlation

Triple Correlation

The triple correlation of an ordinary function on the real line is the integral of the product of that function with two independently shifted copies of itself:

$\int_{-\infty}^{\infty} f^{*}(x) f(x+s_1) f(x+s_2) dx$

The Fourier transform of triple correlation is the bispectrum. The triple correlation extends the concept of autocorrelation, which correlates a function with a single shifted copy of itself and thereby enhances its latent periodicities.

Read more about Triple Correlation: History, Applications, Extension To Groups

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