The cross-correlation of a signal with itself gives its *autocorrelation*:

The unbiased cross-correlation similarly reduces to an unbiased sample autocorrelation when :

The DFT of the true autocorrelation function is the (sampled)
*power spectral density* (PSD), or *power spectrum*, and may
be denoted

At lag zero, the autocorrelation function reduces to the *average
power* (mean square) which we defined in §5.8:

Replacing ``correlation'' with ``covariance'' in the above definitions
gives corresponding zero-mean versions. For example, we may define
the *sample circular cross-covariance* as

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