Lecture 18:EE 221: Signals Analysis and Systems
Instructor: Dr. Ghazi Al SukkarDept. of Electrical EngineeringThe University of JordanEmail: [email protected]
Correlation functions: Correlation refers to the degree by which things are related.
Correlation functions define the similarity between two signals .
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For energy signals: The cross correlation between x(t) and y(t)
Some use :
For real-valued signals :
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Use this
Cont.. Relative between Correlation and Convolution (for real
signals):
Hence,
But we know that for real-valued signals:
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Cont.. Autocorrelation : correlation of a signal with itself.
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Cont.. For real-valued signals :
i.e., is an even function.
Fourier Transform of and ESD:
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Cont..
Or
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For power signals: The cross correlation between and :
For real-valued signals:
For periodic signals:
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Cont.. Autocorrelation functions:
For real-valued signals:
For periodic signals:
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Cont.. Also
Relation between Autocorrelation function and PSD:
Proof:
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Cont..
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