Editing Cross-correlation (section)

== Nonlinear systems ==
Caution must be applied when using cross correlation function which assumes Gaussian variance for nonlinear systems. In certain circumstances, which depend on the properties of the input, cross correlation between the input and output of a system with nonlinear dynamics can be completely blind to certain nonlinear effects.<ref name="SAB1">{{cite book |last=Billings |first=S. A. |title=Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains |publisher=Wiley |year=2013 |isbn=978-1-118-53556-1 }}</ref> This problem arises because some quadratic moments can equal zero and this can incorrectly suggest that there is little "correlation" (in the sense of statistical dependence) between two signals, when in fact the two signals are strongly related by nonlinear dynamics.