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    Correlation of Discrete-Time Signals

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    truetrue
    The document discusses correlation and cross-correlation of discrete-time signals. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. It is used to detect the presence of a signal in another signal and to analyze linear time-invariant systems by relating the input and output signals.

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    Correlation of Discrete-Time Signals

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    truetrue
    237 views12 pages
    The document discusses correlation and cross-correlation of discrete-time signals. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. It is used to detect the presence of a signal in another signal and to analyze linear time-invariant systems by relating the input and output signals.

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    Correlation of DT time signals

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    The document discusses correlation and cross-correlation of discrete-time signals. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. It is used to detect the presence of a signal in another signal and to analyze linear time-invariant systems by relating the input and output signals.

    Copyright:

    © All Rights Reserved
    Download as PPT, PDF, TXT or read online from Scribd
    Download as ppt, pdf, or txt
    237 views12 pages

    Correlation of Discrete-Time Signals

    Uploaded by

    truetrue
    The document discusses correlation and cross-correlation of discrete-time signals. Correlation measures the similarity between two signals as a function of a time lag applied to one of the signals. It is used to detect the presence of a signal in another signal and to analyze linear time-invariant systems by relating the input and output signals.

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    © All Rights Reserved
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    Correlation of Discrete-Time

    Signals

    Transmitted Signal, x(n)

    Reflected Signal,
    y(n) = x(n-D) + w(n)

    0 T
    Cross-Correlation
    • Cross-correlation

    of x(n) and y(n) is a sequence, rxy(l)
    rxy  l    x n y n  l 
    n 
    l  0, 1, 2,

    rxy  l    x n  l  y n
    n 
    l  0, 1, 2,

    • Reversingthe order, ryx(l)


    ryx  l    y n x n  l 
    n 
    l  0, 1, 2,

    ryx  l    y n  l  x n
    n 
    l  0, 1, 2,

    • => rxy l   ryx  l 


    Similarity to Convolution
    • No folding (time-reversal)

    rxy  l   x  l   y  l  ryx  l   y  l   x  l 

    • In Matlab:
    – Conv(x,fliplr(y))
    Auto-Correlation
    • Correlation of a signal with itself

    rxx  l    x  n  x  n  l   r  l 
    n 
    xx l  0, 1, 2,

    • Used to differentiate the presence of a


    like-signal, e.g., zero or one
    • Even function
    Properties
    • Two sequences, x(n) and y(n), with finite
    energy z  n   ax  n   by  n  l 
    • Find energy of z(n)

     ax  n   by  n  l 
    2
    Ez 
    n 
      
    a 2
     x  n   b  y  n  l   2ab  x  n  y  n  l 
    n 
    2 2

    n 
    2

    n 

     a 2 rxx  0   b 2 ryy  0   2abrxy  l   0


    Ex Ey
    Ez  a 2 rxx  0   b 2 ryy  0   2abrxy  l   0 (assume b  0)
    2
    a a
       rxx  0   2   rxy  l   ryy  0   0
    b b

    Quadratric in (a/b) and positive, discriminant is non-negative:


    For crosscorrelation case:
    rxy  l   rxx  0 ryy  0  Ex Ey

    For autocorrelation case:


    rxx  l   rxx  0   Ex

    Maximum value occurs with zero lag (when signals are perfectly matched)
    Often normalized to range [-1,1]:

    rxy  l  rxx  l 
     xx  l    xx  l  
    rxx  0  ryy  0  rxx  0 
    x  n   a nu  n  ; 0  a 1


    rxx  l    x n x n  l 
    n 
     
     a a n n l
    a l
    a 2n

    n l n l

    1
     l0
    l
    a
    1  a2
    rxx  l 
     xx  l   a
    l
      l  
    rxx  0 
    Periodic Sequences
    • Power signals crosscorrelation:
    M
    1
    r  l   lim
    xy
    M  2M  1
    n  M
     x n y n  l 

    • Define auto and crosscorrelations over


    one period of the signals
    • If x(n) and y(n) are periodic signals with
    period N: N 1
    1
    xy r l    x  n  y  n  l 
    n 0N
    • Correlations are also periodic with period
    N
    y(n)=x(n)+w(n)
    LTI Systems
    • Convolution, output of LTI system 
    y n  h n  x n   h k  x n  k 
    k 

    • Crosscorrelation between the output and


    input signal: r  l   y  l   x  l    h l   x l    x  l 
    yx

     h  l    x  l   x  l  
     h  l   rxx  l 

    • Similarly, input to output is:


    rxy  l   h  l   rxx l 
    • Autocorrelation of output:
    ryy  l   y  l   y  l    h  l   x  l     h  l   x  l  
      h  l   h  l     x  l   x  l  
     rhh  l   rxx  l 


    ryy  0   rhh  0   rxx  0    r k  r k 
    k 
    hh xx

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