# When was the autocorrelation function invented? And what was the motivation for it?

I'm just very curious about the discovery process behind the autocorrelation function.

• When was it invented?
• Was it independently invented multiple times, for example?
• What was the motivation for it?
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 Can't answer the first two, but autocorrelation is heavily used in electronic "signal processing", to help extract data from a noisy signal, etc. I'm guessing that the SETI folks use it a lot. – Daniel R Hicks Jul 14 '11 at 10:36

## 1 Answer

The earliest reference for autocorrelation that I can find relates to Udney Yule, http://en.wikipedia.org/wiki/Udny_Yule a British Statistician who among other notable accomplishments developed the Yule-Walker procedure to approximate the Partial Auto-correlation Function using the Auto-correlation Function. Pearson http://en.wikipedia.org/wiki/Karl_Pearson might have been involved. Pearson as a side note was not very good at forecasting ! He predicted that Galton, rather than Charles Darwin, would be remembered as the most prodigious grandson of Erasmus Darwin.

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