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Presented To-                      Presented By-
 Dr. Lini Mathew                      Er. Sanyam S. Saini
Associate Prof. (Electrical Deptt.)      ME (I&CE) (Regular)
     NITTTR, Chandigarh                        2012-14
Correlation of Discrete-Time Signals


• Correlation gives a measure of similarity between two data sequence.

• Correlation is a comparison process.

• The correlation between two functions is a measure of their similarity.

• Correlation techniques are widely used in signal processing with
  many applications in telecommunications, radar, medical
  electronics, physics, astronomy, geophysics, fingerprint matching
  etc.
Radar Target Detection

                                       y(n) = αx(n-D) + w(n)
                           Here,
                           y(n) = Sampled version of Received signal
                           x(n) = Sampled version of transmitted signal
                           w(n) = Noise that picked up by Antenna & noise
                              generated by electronic comp. & amp. In front
                              of radar. (Additive Noise)
                              D = Round Trip Delay
                              α = Attenuation factor (Loss in round trip
                              transmission of x(n) )


Reflected Signal, y(n)
Properties of Correlation

      Detect wanted signal in the presence of noise or other unwanted
1.     signals.


2.        Recognise patterns within analogue, discrete-time or digital
           signals.


3.        Allow the determination of time delays through various media.


Example        free space, various materials, solids, liquids, gases etc .
Cross correlation Sequences

• In cross correlation, two ‘separate’ signals are compared.


   rxy         xnyn l                  rxy           xn l yn
                                Or
          n                                      n

   l     0, 1, 2, 3.......             l       0, 1, 2, 3....... ..........(i)
 If, we reverse the order of x(n) & y(n)


   ryx         ynxn l                  ryx           yn lxn
                                Or
          n                                      n

   l     0, 1, 2, 3.......             l       0, 1, 2, 3....... ..........(ii)
  On comparison
                        rxy l    ryx       l
Numerical on Cross correlation
Determine the cross correlation sequence of the following,

            x n        1,0,0,1         &       y n       4,3,2,1
Solution:               rxy            x n y n       l
                                 n


  Sr .      l=0,±1, ±2,                 Expression for   rxy (l)   rxy (l)
   1.          l= 0                  rxy 0           x n y n         5
                                                n


                                 rxy       1         x n y n 1      2
   2.          l= ±1                                                 3
                                                n



   3.                                                                3
              l= ±2           rxy          2         x n y n2
                                                n
                                                                     2

   4.                         rxy          3         x n y n3       4
              l= ±3
                                                n                    1
Auto correlation Sequences
When y(n) = x(n) , the cross correlation function become auto correlation function

 We know that

      rxy        x n y n      l            rxy         xn l yn
             n
                                    Or
                                                  n
      l     0, 1, 2, 3.......              l     0, 1, 2, 3.......

 if   y(n) = x(n)

 therefore


      rxx        xnxn        l             rxx         xn     l xn
             n
                                    Or             n

      l     0, 1, 2, 3.......              l     0, 1, 2, 3.......
Auto correlation Sequences
In dealing with finite duration sequences, it is necessary to express the auto-
correlation & cross correlation in terms of the finite limits on the summation

If , x(n) & y(n) are causal sequences of length ‘N’ (i.e., x(n)=y(n)=0 for n<0 &
     n>N).

The correlation & auto correlation may be expressed as:

           N k 1                                         N k 1

    rxy           xnyn l                       rxx l                xnxn l
            n l                                               n i

Where,

           i=l , k=0 for l>=0      &      i=0 , k=l for l<0
Numerical on Auto correlation
Compute the auto correlation of the signal

               xn       a nu n ,0 a 1
solution
Since x(n) is an infinite- duration signal, its auto correlation also has infinite
duration.

Considering two cases,

                                                        n    n l       l             2 n
If , l>=0      rxx l           xnxn l                  a a         a             a
                         n 0                     n 0                       n 0


                             1         l
Hence           rxx l          2
                                 a
                           1 a
Numerical on Auto correlation
                      x(n)                                             x(n-l)

                  1                                                1                            l>=0


                                         n                                                             n
               -2 -1 0 1 2 ..                                          0                 l

If , l<0                                                                               1
                                                            l              2 n              l
                rxx l                xnxn l         a                  a                  a
                               n 0                              n o                  1 a2

                      x(n-l)                                                                   1 l
                                                                                 rxx l            a
                  1                                                1                         1 a2
                                l<0

                                         n                                                             l
           l          o                                         -2 -1 0 1 2 . . .

We can observe that,                  rxx l   rxx       l
Correlation of Periodic Sequences
Let x(n) & y(n) be two periodic signals.


Their correlation sequences is defined as ,

                                   N 1
                               1
                    rxy l                xn yn l
                               N   n 0


 if, x(n) =y(n)

                                   N 1
                               1
                     rxx l               xnxn l
                               N   n 0
Application of Correlation

Radar Target Detection
Thank You

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Correlation of dts by er. sanyam s. saini me (reg) 2012-14

  • 1. Presented To- Presented By- Dr. Lini Mathew Er. Sanyam S. Saini Associate Prof. (Electrical Deptt.) ME (I&CE) (Regular) NITTTR, Chandigarh 2012-14
  • 2. Correlation of Discrete-Time Signals • Correlation gives a measure of similarity between two data sequence. • Correlation is a comparison process. • The correlation between two functions is a measure of their similarity. • Correlation techniques are widely used in signal processing with many applications in telecommunications, radar, medical electronics, physics, astronomy, geophysics, fingerprint matching etc.
  • 3. Radar Target Detection y(n) = αx(n-D) + w(n) Here, y(n) = Sampled version of Received signal x(n) = Sampled version of transmitted signal w(n) = Noise that picked up by Antenna & noise generated by electronic comp. & amp. In front of radar. (Additive Noise) D = Round Trip Delay α = Attenuation factor (Loss in round trip transmission of x(n) ) Reflected Signal, y(n)
  • 4. Properties of Correlation Detect wanted signal in the presence of noise or other unwanted 1. signals. 2. Recognise patterns within analogue, discrete-time or digital signals. 3. Allow the determination of time delays through various media. Example free space, various materials, solids, liquids, gases etc .
  • 5. Cross correlation Sequences • In cross correlation, two ‘separate’ signals are compared. rxy xnyn l rxy xn l yn Or n n l 0, 1, 2, 3....... l 0, 1, 2, 3....... ..........(i) If, we reverse the order of x(n) & y(n) ryx ynxn l ryx yn lxn Or n n l 0, 1, 2, 3....... l 0, 1, 2, 3....... ..........(ii) On comparison rxy l ryx l
  • 6. Numerical on Cross correlation Determine the cross correlation sequence of the following, x n 1,0,0,1 & y n 4,3,2,1 Solution: rxy x n y n l n Sr . l=0,±1, ±2, Expression for rxy (l) rxy (l) 1. l= 0 rxy 0 x n y n 5 n rxy 1 x n y n 1 2 2. l= ±1 3 n 3. 3 l= ±2 rxy 2 x n y n2 n 2 4. rxy 3 x n y n3 4 l= ±3 n 1
  • 7. Auto correlation Sequences When y(n) = x(n) , the cross correlation function become auto correlation function We know that rxy x n y n l rxy xn l yn n Or n l 0, 1, 2, 3....... l 0, 1, 2, 3....... if y(n) = x(n) therefore rxx xnxn l rxx xn l xn n Or n l 0, 1, 2, 3....... l 0, 1, 2, 3.......
  • 8. Auto correlation Sequences In dealing with finite duration sequences, it is necessary to express the auto- correlation & cross correlation in terms of the finite limits on the summation If , x(n) & y(n) are causal sequences of length ‘N’ (i.e., x(n)=y(n)=0 for n<0 & n>N). The correlation & auto correlation may be expressed as: N k 1 N k 1 rxy xnyn l rxx l xnxn l n l n i Where, i=l , k=0 for l>=0 & i=0 , k=l for l<0
  • 9. Numerical on Auto correlation Compute the auto correlation of the signal xn a nu n ,0 a 1 solution Since x(n) is an infinite- duration signal, its auto correlation also has infinite duration. Considering two cases, n n l l 2 n If , l>=0 rxx l xnxn l a a a a n 0 n 0 n 0 1 l Hence rxx l 2 a 1 a
  • 10. Numerical on Auto correlation x(n) x(n-l) 1 1 l>=0 n n -2 -1 0 1 2 .. 0 l If , l<0 1 l 2 n l rxx l xnxn l a a a n 0 n o 1 a2 x(n-l) 1 l rxx l a 1 1 1 a2 l<0 n l l o -2 -1 0 1 2 . . . We can observe that, rxx l rxx l
  • 11. Correlation of Periodic Sequences Let x(n) & y(n) be two periodic signals. Their correlation sequences is defined as , N 1 1 rxy l xn yn l N n 0 if, x(n) =y(n) N 1 1 rxx l xnxn l N n 0