The Correlatograph: A Machine for Continuous Display of Short Term Correlation

01 September 1953

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An analog device has been constructed which displays short term correlation as a three-dimensional plot in which the rectangular coordinates are running time and lag time and the intensity of the pattern represents the correlation function. Preliminary tests on the properties of such a device are reported. The place of the electrical spectrograph1 as a signal analyzer has hecome well established in laboratory technology. It has occurred to many investigators however that the spectrum is not the only property of a signal which may be worthy of study, and in recent years there has been a considerable interest in other features, notably the correlation functions. On the basis of the accepted mathematical definitions the auto correlation function is the Fourier cosine transform of the power spectrum and in this sense would contain equivalent information presented in a different form. However, the mathematical definitions apply to a very longtime interval and in practice we often deal with short segments of nonstationary processes. The spectrograph does not evaluate the true spectrum in such cases but gives instead a spectrum-like function of frequency which changes with the observation time. We may regard the resolving filter as performing a weighted analysis in which the most recent parts of the signal contribute most heavily to the instantaneous response. The resulting "short term" spectrum depends on the characteristics of the resolving filter as well as the signal, but over a useful range of filtering selectivity the individual peculiarities of the signal are distinguishable even though the structural background may be characteristic of the filter.