Correlation of Discrete-Time Signals.pptVIP

Correlation of Discrete-Time Signals Cross-Correlation Cross-correlation of x(n) and y(n) is a sequence, rxy(l) Reversing the order, ryx(l) = Similarity to Convolution No folding (time-reversal) In Matlab: Conv(x,fliplr(y)) Auto-Correlation Correlation of a signal with itself Used to differentiate the presence of a like-signal, e.g., zero or one Even function Properties Two sequences, x(n) and y(n), with finite energy Find energy of z(n) Periodic Sequences Power signals crosscorrelation: Define auto and crosscorrelations over one period of the signals If x(n) and y(n) are periodic signals with period N: Correlations are also periodic with period N LTI Systems Convolution, output of LTI system Crosscorrelation between the output and input signal: Similarly, input to output is: Autocorrelation of output: * Transmitted Signal, x(n) Reflected Signal, y(n) = x(n-D) + w(n) 0 T Ex Ey Quadratric in (a/b) and positive, discriminant is non-negative: For crosscorrelation case: For autocorrelation case: Maximum value occurs with zero lag (when signals are perfectly matched) Often normalized to range [-1,1]: y(n)=x(n)+w(n) *