Abstract: | Applying the Fourier cosine transformation, the quadratic auto‐correlation equation on the finite interval 0,T] of the positive real half‐axis ?+ is reduced to a problem for the modulus of the finite complex Fourier transform of the solution. From the solutions of this problem L2‐solutions of the auto‐correlation equation are obtained in closed form. Moreover, as in the case of the equation on ?+ a Lavrent'ev regularization procedure for the auto‐correlation equation is suggested. Copyright © 2003 John Wiley & Sons, Ltd. |