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Correlation

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19 views12 pages

Correlation

Uploaded by

Sana mengal
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Signals and systems

CORRELATION
Signals and systems
• Recommended books:
1. Signals and systems 2nd edition Simon Haykin and Barry Van
Veen
2. Signals and systems 2nd edition Alan V. Oppenheim Alan S.
Willsky with S. Hamid Nawab
3. Signals and system sham’s series
4. Digital signal processing Sanjay Sharma.
CORRELATION
Correlation which is very much similar to convolution provides information
about the similarity between the two sequences.

It is used in Radars, digital communication and mobile communication etc.

The main application of correlation is that the incoming / received signal


is correlated with the standard signals and a signal of this set which has
maximum correlation with the incoming/received signal is only detected.

In other words, if we want to know how much similarity exists between


the signals 1 and 2, then we need to find out the correlation of Signal 1
with respect to Signal 2 or vice versa.
Types of correlation
There are two types of correlation such as auto-correlation and
cross-correlation.

When the correlation of two different sequences is performed,


it is known as cross-correlation.

whereas auto-correlation is the correlation of two similar


sequence.
Autocorrelation
• This is a type of correlation in which the given signal is
correlated with itself, usually the time-shifted version of
itself. Mathematical expression for the autocorrelation of D.T
signal x (n) is given by is expressed
𝛼
as
𝑅𝑥𝑥 = 𝑥 𝑛 𝑥 ∗ (𝑛 − 𝑚)
𝑛=−𝛼

where ⋆ denotes the complex conjugate.


Example
Find autocorrelation of the digital signal x [n] = {-1, 2, 1}

-1 2 1
-1 2 1
-1 1

-1 2 1
-1 2 1
-2 2 0
-1 2 1
-1 2 1
1 4 1 6
Graphical method of finding autocorrelation
example
Find autocorrelation of the digital signal x [n] = {-1, 2, 1}

-1 2 1
-1 2 1
-2 2 0

-1 2 1
-1 2 1
-1 -1

Graphical method of finding autocorrelation


Prove that 𝑟𝑥𝑥 (𝑘) = 𝑟𝑥𝑥 (−𝑘)
∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑚 𝑥(𝑚 − 𝑘)


𝑚=−∞

𝑙𝑒𝑡 𝑚 = 𝑛 + 𝑘 then we have ∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑛 + 𝑘 𝑥(𝑛 + 𝑘 − 𝑘)


𝑛=−∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑛 + 𝑘 𝑥(𝑛)


𝑛=−∞

𝑟𝑥𝑥 (𝑘) = 𝑟𝑥𝑥 (−𝑘)


autocorrelation function is an even function,
Prove that 𝑟𝑥𝑦 (𝑘) = 𝑟𝑦𝑥 (−𝑘)

the autocorrelation function is symmetric with respect to the vertical axis. Also, it can shown that
∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑚 𝑦(𝑚 − 𝑘)


𝑚=−∞

𝑙𝑒𝑡 𝑚 = 𝑛 + 𝑘 then we have ∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑛 + 𝑘 𝑦(𝑛 + 𝑘 − 𝑘)


𝑛=−∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑛 + 𝑘 𝑦(𝑛)


𝑛=−∞

𝑟𝑥𝑦 (𝑘) = 𝑟𝑦𝑥 (−𝑘)


Prove that 𝑟𝑥𝑥 𝑘 = 𝑥 𝑘 ∗ 𝑥(−𝑘)
∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑚 𝑥(𝑚 − 𝑘)


𝑚=−∞

𝑙𝑒𝑡 𝑚 = 𝑘 − 𝑛 then we have ∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑘 − 𝑛 𝑥(𝑘 − 𝑛 − 𝑘)


𝑛=−∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑘 − 𝑛 𝑥(−𝑛)


𝑛=−∞

𝑟𝑥𝑥 𝑘 = 𝑥 𝑘 ∗ 𝑥(−𝑘)
Prove that 𝑟𝑥𝑦 𝑘 = 𝑥 𝑘 ∗ 𝑦(−𝑘)
∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑚 𝑦(𝑚 − 𝑘)


𝑚=−∞

𝑙𝑒𝑡 𝑚 = 𝑘 − 𝑛 then we have ∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑘 − 𝑛 𝑦(𝑘 − 𝑛 − 𝑘)


𝑛=−∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑘 − 𝑛 𝑦(−𝑛)


𝑛=−∞

𝑟𝑥𝑦 𝑘 = 𝑥 𝑘 ∗ 𝑦(−𝑘)
∞

𝑟𝑥𝑦 (𝑘) = 𝑥 𝑚 𝑥(𝑚 − 𝑘)


𝑚=−∞

𝑙𝑒𝑡 𝑚 = 𝑛 + 𝑘 then we have ∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑛 + 𝑘 𝑥(𝑚 + 𝑘 − 𝑘)


𝑛=−∞

𝑟𝑥𝑥 (𝑘) = 𝑥 𝑛 + 𝑘 𝑥(𝑛)


𝑛=−∞

𝑟𝑥𝑥 (𝑘) = 𝑟𝑥𝑥 (−𝑘)

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