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Cross-Correlation and Auto - Correlation

The document discusses cross-correlation and autocorrelation. It defines cross-correlation and autocorrelation, provides examples of calculating them, and discusses normalized correlations. It also covers correlations of power signals and an example using a pseudo-random noise signal in a radar system.

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Sowmya Anantha
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174 views6 pages

Cross-Correlation and Auto - Correlation

The document discusses cross-correlation and autocorrelation. It defines cross-correlation and autocorrelation, provides examples of calculating them, and discusses normalized correlations. It also covers correlations of power signals and an example using a pseudo-random noise signal in a radar system.

Uploaded by

Sowmya Anantha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Cross-

Correlation and Auto-


Correlation

Spring 2008

© Ammar Abu-Hudrouss Islamic


University Gaza 1

Cross-
Cross -correlation
The cross correlation between x(n) and y(n) is defined as

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

(1)
rxy (l )   x( n  l ) y ( n )
n  
l  0,1,2,.....
The cross correlation between y(n) and x(n) is defined as

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

From (1) and (2)

rxy (l )  ryx (l )


2
Digital Signal Processing
Slide 2

1
Cross-
Cross -correlation
Example: Determine the cross correlation sequence rxy(l)
Example
x(n) = {……0. 0. 2. -1. 3. 7 .1. 2. -3. 0. 0……….}

y(n) = {……0. 0. 1. -1. 2. -2. 4. 1. -2. 5. 0. 0……….}

Solution:
Solution

rxy (0)   x ( n ) y ( n)
n  

rxy (0)  2  1  6  14  4  2  6  7

rxy (1)   x(n) y(n  1)
n  
y(n - 1) = {……0. 0. 1. -1. 2. -2. 4. 1. -2. 5.0.0……….}

rxy (1)  1  3  14  2  8  3  13

3
Digital Signal Processing
Slide 3

Cross correlation
rxy(2)  18 rxy (3)  16 rxy(4)  7 rxy(5)  5 rxy(6)  3 rxy(l)  0 l  7

rxy (1)  0 rxy (2)  33 rxy (3)  14 rxy (4)  36 rxy (5)  19

rxy (6)  9 rxy ( 7)  10 rxy (l )  0 forl  8

rxy(l) = {10. -9. 19. 36 .-14. 33. 0. 7. 13. -18. 16. -7. 5. -3}
↑

Digital Signal Processing


Slide 4

2
Autocorrelation
The autocorrelation of x(n) is defined as

rxx (l )   x( n  l ) x( n)
n  
l  0,1,2,.....

rxx (l )   x( n  l ) x( n)
n  
l  0,1,2,.....

The Energy of x(n) is given as



2
Ex    x( n) 
k  
 rxx (0)
Where that autocorrelation has a maximum value at l = 0

rxx (l )  rxx (0)

5
Digital Signal Processing
Slide 5

Normalised correlations
The normalised autocorrelation of x(n) is defined as
rxx (l )
 xx (l ) 
rxx (0)
The normalised cross correlation between x(n) and y(n)
is defined as

rxy (l )
 xy (l ) 
rxx (0)ryy (0)

Then both the normalised cross correlation and autocorrelation


have a maximum value of one.

6
Digital Signal Processing
Slide 6

3
Crosscorrelation and Autocorrelation

Example Find the normalised autocorrelation of x(n)


x(n)  a n u (n), 0  a  1
For l ≥ 0 the autocorrelation can be found from
 
rxx (l )   x(n) x(n  l )   a na nl
nl n l
 l
a
rxx (l )  al  (a 2 )n 
n 0 1  a2
For l < 0,
 
rxx (l )   x ( n) x( n  l )   a n a n l
n 0 n 0

7
Digital Signal Processing
Slide 7

Crosscorrelation and Autocorrelation

l a l

2 n
rxx (l )  a  (a ) 
n 0 1 a2
Then for all l

l
a
rxx (l ) 
1 a2
1
rxx (0) 
1  a2
r (l )
 xx (l )  xx  a l
rxx (0)
8
Digital Signal Processing
Slide 8

4
Correlations of Power Signals
The cross correlation is defined for power signal as

M
1
rxy (l )  lim
M  2M  1

n  M
x( n ) y ( n  l )

The autocorrelation of a power signal is defined as

M
1
rxx (l )  lim
M  2 M  1

n  M
x( n ) x( n  l )

For a periodic signal


N 1
1
rxy (l ) 
N
 x ( n) y ( n  l )
n0 N is the period
N 1
1
rxx (l ) 
N
 x ( n ) x( n  l )
n 0

Digital Signal Processing


Slide 9

Radar System

Example: Pseudo- Random Noise


X(n) = {1, 1, 1, -1, -1, 1, -1}

L= 0 {+1, +1, +1, -1, -1, +1, -1} Rxx(0)= 7


L =1 {+1, +1, +1, -1, -1, +1, -1} Rxx(1)= 0
L =2 {+1, +1, +1, -1, -1, +1, -1} Rxx(2) = -1
L=3 {+1, +1, +1, -1, -1, +1, -1} Rxx(3)=0
L=4 {+1, +1, +1, -1, -1, +1, -1} Rxx(4)=-1
Rxx(5) =0 , Rxx(6) = -1

Digital Signal Processing


Slide 10

5
Radar System

We can represent the received signal as


Y(n) = a x(n-D)+ w(n)
Where a is attenuation factor
X(n) is the transmitted signal.
Pseudo- random noise signal can be used as x(n)
D is the round trip delay
W(n) represents the additive noise

Digital Signal Processing


Slide 11

Self Study

Students are encouraged to solve the following questions from


the textbook

2.58, 2.59 and 2.60

12
Digital Signal Processing
Slide 12

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