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I have a system. And I am trying to input the signal(time-varying) S(t) with some noises A(t). And the book says this A(t) has a standard deviation A1 and correlation time T1. I know what the standard deviation is. But I don't understand what the correlation time T1 is. Can anybody explain me please what the correlation time is???
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go to this - cs.nyu.edu/shasha/papers/jagtalk.html
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