Correlation

1 min read Updated Fri Apr 24 2026 03:19:45 GMT+0000 (Coordinated Universal Time)

Correlation between $f$ and $g$ , 2 piecewise continuous functions absolutely integrable over $(-\infty, \infty)$ :

(f⋆g)(t)=\int_{-\infty}^{\infty}f(\lambda)g(\lambda-t)\,\text{d}\lambda

Relation with Convolution

(f⋆g)(t)=(-f*g)(t) = (f * -g)(t)