Signal Processing: Correlation and Spectral Density

This lecture covers correlation and spectral density of signals, starting with the definition of inter-correlation for signals with finite energy, leading to autocorrelation and its link to signal energy. The lecture then explores the Fourier transform of autocorrelation, showing its connection to signal energy. Moving on to signals with finite power, the lecture defines intercorrelation and autocorrelation for signals with finite power, highlighting the concept of spectral power density as the Fourier transform of autocorrelation.