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Cross Correlation & Autocorrelation

Cross correlation measures the similarity between two signals and autocorrelation measures the similarity of a signal with itself. Some applications of cross correlation include radar, sonar, and digital communications to detect things like time delays between signals. Autocorrelation can be used to extract the periodicity of a noisy periodic signal by analyzing its autocorrelation function. Both cross correlation and autocorrelation can be applied to finite length, periodic, and noisy signals.

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369 views8 pages

Cross Correlation & Autocorrelation

Cross correlation measures the similarity between two signals and autocorrelation measures the similarity of a signal with itself. Some applications of cross correlation include radar, sonar, and digital communications to detect things like time delays between signals. Autocorrelation can be used to extract the periodicity of a noisy periodic signal by analyzing its autocorrelation function. Both cross correlation and autocorrelation can be applied to finite length, periodic, and noisy signals.

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Cross correlation &

Autocorrelation
Correlation of discrete time signals
Cross Correlation: Measures the degree to which 2 signals are similar.

application

Radar, sonar, digital communication, geology etc.

Autocorrelation: Cross correlation of a signal with itself.


application

Extracting periodicity of a noisy sinusoidal signal.


Correlation & auto correlation of finite energy sequences:

x ( n ), y ( n )  finite energy sequence



rxy (l )   x (n ) y (n  l )
n 
l  0, 1, 2,L

=  x (n  l ) y (n )
n 

ryx (l )   y (n) x(n  l )
n 
l  0, 1, 2,L

=  y (n  l ) x(n)
n 

rxy (l )  ryx ( l )  both provides exactly same information


if
x (n )  y (n )  0, n  0&n  N
then
N  k 1
rxy (l )  n l
x(n ) y (n  l ) explain
Auto correlation

if x (n )  y (n )

rxx (l )   x(n ) x(n  l )
n 

In auto correlation sequence a signal attains its maximum value at l 0


Application of Cross correlation
Example1: In radar and Sonar detection

x(n)  Transmitted signal


y (n)  Received signal, where
y (n)   x(n  D)  (n), D  round trip delay
(integer multiple of
sampling interval)

Radar target detection Objective: using correlation between x(n) & y(n)
extract information on D i.e. the position of the
target
Example 2: Application in digital communication
In digital communication
information Converted to binary form, then transmitted

0  x0 (n) 0  n  L 1 Generally
1  x1 (n) 0  n  L 1 x0 (n )   x1 (n )

So, the received signal


y (n)  xi (n)  (n) i  0,1 0  n  L  1

Objective: Use correlation of the received signal at the receiver side with x0 (n) or x1 (n)
Cross Correlation & auto correlation of periodic sequences:

x(n), y (n)  periodic sequence with period N


M
1
rxy (l )  lim M  
2M  1 n  M
x ( n) y ( n  l ) l  0, 1, 2,L

if x(n)  y (n)
M
1
rxx (l )  lim M  
2M  1 n  M
x ( n) x ( n  l )

Since average over infinite interval=average over a single period


1 N 1
rxy (l )   x(n) y (n  l )
N n 0
both rxy & rxx are periodic
and
1 N 1 with period N
rxx (l )   x(n) x(n  l )
N n 0
Application of Autocorrelation
Extracting periodicity from a corrupted periodic signal:
Let
y ( n)  x ( n)   ( n)

Periodic with Random noise


some unknown
period

Let M samples has been takeni.e. y (n)  0, n  0 & n  M

1 M 1
 ryy (l )  
M n 0
y ( n) y ( n  l )
1 M 1
   x(n)   (n) x(n  l )   (n  l )
M n 0
 rxx (l )  r x (l )  rx (l )  r (l )

0 0

Periodic with
period of x(n)

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