Cross correlation &

Autocorrelation
Correlation of discrete time signals
Cross Correlation: Measures the degree to which 2 signals are similar.

application

Radar, sonar, digital communication, geology etc.

Autocorrelation: Cross correlation of a signal with itself.

application

Extracting periodicity of a noisy sinusoidal signal.

Correlation & auto correlation of finite energy sequences:

x ( n ), y ( n )  finite energy sequence

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

rxy (l )  ryx ( l )  both provides exactly same information

if
x (n )  y (n )  0, n  0&n  N
then
N  k 1
rxy (l )  n l
x(n ) y (n  l ) explain
Auto correlation

if x (n )  y (n )

rxx (l )   x(n ) x(n  l )
n 

In auto correlation sequence a signal attains its maximum value at l 0

Application of Cross correlation
Example1: In radar and Sonar detection

x(n)  Transmitted signal

y (n)  Received signal, where
y (n)   x(n  D)  (n), D  round trip delay
(integer multiple of
sampling interval)

Radar target detection Objective: using correlation between x(n) & y(n)
extract information on D i.e. the position of the
target
Example 2: Application in digital communication
In digital communication
information Converted to binary form, then transmitted

0  x0 (n) 0  n  L 1 Generally
1  x1 (n) 0  n  L 1 x0 (n )   x1 (n )

So, the received signal

y (n)  xi (n)  (n) i  0,1 0  n  L  1

Objective: Use correlation of the received signal at the receiver side with x0 (n) or x1 (n)
Cross Correlation & auto correlation of periodic sequences:

x(n), y (n)  periodic sequence with period N

M
1
rxy (l )  lim M  
2M  1 n  M
x ( n) y ( n  l ) l  0, 1, 2,L

if x(n)  y (n)
M
1
rxx (l )  lim M  
2M  1 n  M
x ( n) x ( n  l )

Since average over infinite interval=average over a single period

1 N 1
rxy (l )   x(n) y (n  l )
N n 0
both rxy & rxx are periodic
and
1 N 1 with period N
rxx (l )   x(n) x(n  l )
N n 0
Application of Autocorrelation
Extracting periodicity from a corrupted periodic signal:
Let
y ( n)  x ( n)   ( n)

Periodic with Random noise

some unknown
period

Let M samples has been takeni.e. y (n)  0, n  0 & n  M

1 M 1
 ryy (l )  
M n 0
y ( n) y ( n  l )
1 M 1
   x(n)   (n) x(n  l )   (n  l )
M n 0
 rxx (l )  r x (l )  rx (l )  r (l )

0 0

Periodic with
period of x(n)