[Math] Finding the autocorrelation of a sine wave.

correlationfourier analysis

The autocorrelation of sin(t) is defined as $$\displaystyle \int_{-\infty}^{\infty} \sin(t+\tau)\sin(t)d\tau$$

I've tried using the Wiener-Khinchin theorem which says that

$$Corr(g,g)\Longleftrightarrow|G(f)|^2$$

I've tried reverting the FT squared of the sine wave, and don't see any solution.

I can't find a derivation online for this. So I came here wondering if anyone of you could offer a hint; or perhaps go through a derivation.

One of my problems is calculating the inverse fourier transform of:

$$\frac{1}{4}(\delta(f+\frac{1}{2\pi})-\delta(f-\frac{1}{2\pi}))^2$$

In words: What is the inverse transform of the modulus squared of the FT of the sine function?

Thanks!

Best Answer

The autocorrelation is a function of $\tau$, not $t$ The function is $Aut(\sin(t),\tau)=\displaystyle \int_{-\infty}^{\infty} \sin(t+\tau)\sin(t)dt$

where $t$ is a dummy variable.

Expand the sum in the argument of the sine function: $$\displaystyle \int_{-\infty}^{\infty} \sin(t+\tau)\sin(t)dt=\int_{-\infty}^\infty (\sin t \cos \tau+ \sin\tau \cos t)\sin(t)dt\\=\int_{-\infty}^{\infty} (\sin^2t\cos \tau + \sin t \cos t \sin \tau) \;dt$$

Over an interval of $2\pi $ in $t$, the second term averages out to $0$ and the first term becomes $\frac 12\cos \tau$, which is what you seek