Introduction to Signals

Chapter 02

Lecture 03
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Signal comparison: Correlation
Two Vectors g and x are similar if g has a
large component along x.
In other words if c is large the vectors are
similar.


We can say c is a quantitative measure of
similarity between g and x

2
x
x g
= c
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Correlation (cont.)
c should be normalized so that it is independent of the
length of vectors
Another way of measuring the similarity between vectors is
indicated by angle .
Smaller the , the larger is the similarity, Remember from
previous lecture





We can say that this measure is independent of the lengths
of g and x
x g x g x x = = u cos c
x g
x g
= = u cos n c
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Correlation (cont.)
c
n
is known as correlation coefficient


Magnitude of c
n
is never greater then 1


1 1 s s
n
c
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For signals we use the same argument, we
know that



To make c
n
in the above equation independent
of energies of g(t) and x(t), we must normalize
two signals.
( ) ( )dt t x t g
E
c
g
n
}

=
1
}

= dt t x t g
E E
c
x g
n
) ( ) (
1
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Best friends, worst enemies and
complete strangers
c
n
= 1. Best friends. This happens when
g(t) = Kx(t) and K is positive, signals are aligned,
maximum similarity


c
n
= 1. Worst Enemies. This happens when
g(t) = Kx(t) and K is negative. The signals are again
aligned, but in opposite directions. The signals
understand each others, but they do not like each others


c
n
= 0. Complete Strangers The two signals are
orthogonal. We may view orthogonal signals as
unrelated signals
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Advantages of correlation
Correlation is widely used in engineering

For instance

To design receivers in many communication
systems
To identify signals in radar systems
For classifications
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In digital communication we have to detect one of the two
waveforms, to make detection easier we make the two pulses
as dissimilar as possible

This scheme is known as antipodal scheme

Consider two pulses p(t) and p(t)
Assume no noise
If c
n
= 1, p(t) is received

During transmission the pulses might get distorted or
dispersed then c
n
will not be equal to 1

Threshold detector is used for making the decision
Correlation (Communication Systems)
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Correlation (Radars)
By presence or absence of the reflected pulse we
assume the presence or absence of a target

By measuring the time delay between the
transmitted and the received pulse we determine the
distance of the target

Let the transmitted and reflected pulses be g(t) and
z(t), c
n
will be zero cauz the pulses are disjoint (non-
overlapping in time)

To avoid this difficulty we compare g(t) with z(t)
shifted by
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Cross Correlation & Auto Correlation
Therefore we modify the integral
Cross-correlation:


Auto-correlation:
The correlation of a signal with itself is called auto-
correlation
( ) ( ) ( )dt t z t g
gz
}

+ + t t
( ) ( ) ( )dt t g t g
g
}

+ + t t
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Orthogonal vector space
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Orthogonal vector space (cont)
Consider a three-dimensional Cartesian vector
space described by three mutually orthogonal
vectors, x
1
, x
2
and x
3


A set of vectors x
i
is mutually orthogonal if



Where



3 3 2 2 1 1
x x x g c c c + + =

=
=
=
n m
n m
m
n m
2
0
x
x x
3 , 2 , 1
2
=

= i c
i
i
i
x
x g
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Orthogonal Signal Space
We define orthogonality of a signal set
over the interval



If the energies E
n
are 1 for all n the set is normalized
and is called an orthonormal set
We can approximate a signal over the interval t
1
to t
2

by a set of N mutually orthogonal signals by
) ( ),.... ( ), (
2 1
t x t x t x
N
] , [
2 1
t t

=
=
=
}
n m E
n m
dt t x t x
n
t
t
m
n
0
) ( ) (
*
2
1

=
= + + + ~
N
n
n n N N
t x c t x c t x c t x c t g
1
2 2 1 1
) ( ) ( .......... ) ( ) ( ) (
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Parsevals Theorem
The energy of a signal can be calculated as the
sum of the energy of the components multiplied
by the component squared

= + + =
n
n n g
E c E c E c E
2
2
2
2 1
2
1
....
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Questions?