Correlation measurement and identification--A novel approach

A novel system is discussed for measuring the auto-correlation
R(\tau)
of a random process. The system consists of a scaling device and a filter whose output equals
R(bt)
. Thus,
R(\tau)
is determined not by a succession of discrete values but as a continuous signal in real time. It is also shown that the instrument can be used to determine the impulse response
y(t)
of a dynamic system
N
. The unknown response
y(t)
is exhibited as a continuous signal.