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Lab 4

The document outlines the application of cross-correlation functions and cross-covariance functions to analyze signal properties, including tasks for stationarity testing, amplitude relationships, phase angle influences, and the 'beat' phenomenon. It includes compulsory and optional tasks aimed at recognizing correlated signal types and finding their parameters based on known cross-correlation distributions. Sample problems are provided to deepen understanding of correlation function relationships and characteristics.

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8 views4 pages

Lab 4

The document outlines the application of cross-correlation functions and cross-covariance functions to analyze signal properties, including tasks for stationarity testing, amplitude relationships, phase angle influences, and the 'beat' phenomenon. It includes compulsory and optional tasks aimed at recognizing correlated signal types and finding their parameters based on known cross-correlation distributions. Sample problems are provided to deepen understanding of correlation function relationships and characteristics.

Uploaded by

suleymanlisabir2
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Signal analysis – Cross-correlation function

Exercise 4
Application of cross-correlation function to
identify signal properties

cross-correlation functions

Rxy (  )  E  X ( t )  Y ( t   )  X ( t ) Y ( t   )

R yx (  )  E Y ( t )  X ( t   )  Y ( t ) X ( t   )
cross-covariance functions

C xy (  )  E x( t )  y( t   )  x( t ) y( t   )
C yx (  )  E  y( t )  x( t   )  y( t ) x( t   )
x( t )  X ( t )  E  X ( t )
y( t )  Y ( t )  E Y ( t )
normalized cross-covariance function
C xy (  )
Qxy (  )   1;1
 X Y
cross-covariance function estimator

j  N i
1
C xy (  )  C xy ( i  t ) 
N i
 x j  y j i
j 1

1
Signal analysis – Cross-correlation function

Compulsory tasks

a) perform stationarity test of cross-covariance function for


compound signals having the same period of deterministic
components

b) analyse the relationships between amplitudes of correlated


signals and correlation function for various deterministic
signals of the same periods; repeat the analysis for
"disturbed" signals, i.e. with added noise

please distinguish the difference (diagnostic value)


 between dimensional and normalised correlation functions

c) analyse the influence of signals' phase angles on the


correlation function distribution for deterministic (or
compound) signals of the same periods

d) apply the cross-correlation function to the analysis of the


"beat" phenomenon, i.e. combination of 2 sine waves of
slightly different frequencies

f1  f 2  f1  f 2

provide the recipe on how the original frequencies f1, f2 can


be found

Optional tasks

 analyse the relationship between correlation Qxy() and Qyx()


functions for the selected pair of signals

 choose the max. correlation distance for 2 signals of


significantly different time scales (periods)

 ............

2
Signal analysis – Cross-correlation function

The exercise aims at learning how to:



 recognise the correlated signals types,
 find their parameters
having known cross-correlation function distribution
(and, of course, not seeing the signals).

project "correlation" in LabView environment

3
Signal analysis – Cross-correlation function

Sample problems
1. What should be the relationship between max. correlation distance and signal duration
ensuring the accurate estimation of correlation function?
2. What is the unit of the cross-correlation function and what is the range of values it may take ?
3. What is the unit of the normalized cross-covariance function and what is the range of values
it may take?
4. Can the correlation function be periodic ? If so, when ?
5. Describe (by drawing or in written form) the distribution of the cross-covariance function of
two sine waves of the same frequency, shifted by phase angle 90. Indicate the
relationships between signals parameters and correlation function.
6. Where (at which correlation distance) is the cross-correlation function maximum located ?
What level does the maximum take ?
7. Having known the distribution of cross-correlation function describe the signals, i.e. provide
their compositions and parameters (if possible).

8. Having known the distribution of cross-correlation function describe the signals, i.e. provide
their compositions and parameters (if possible).

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