Signals & Systems Lab 9

35
-Department of Electronic Engineering-
9. Correlation:

Correlation function of the two sequences is the same as the convolution without the reversal of
one of the sequences. It may therefore be described as the integral of the product of two
sequences with one shifted relative to the other. The correlation function is used as a measure
of how well two sequences are correlated, or agree with one another, or are like one another.

9.1. Mathematical Form:
The Correlation function of the two sequences x
k
and y
k

is obtained by








This function may be extended to wave forms of infinite duration by writing them as








9.2. Cross-correlation:
Cross correlation is a measure of similarity between two waveforms as a function of time gap or
delay applied to one of them. The cross correlation between a pair of discrete time signals f(t)
and g(t) is given by

The index k is the shift parameter for discrete time signal. The order of subscripts 'fg' indicates
that f(n) is the reference sequence in that remains unshifted in time whereas the sequence g(n)
is shifted 'k' units in time with respect to f(n).

9.3. Auto-correlation:
Auto correlation of a discrete time signal is the correlation of the signal with itself. The auto
correlation of a discrete time signal f(n) it is defined as
Signals & Systems Lab 9
36
-Department of Electronic Engineering-

Or, equivalently we can write


9.4. Relation to Signal energy and Signal power:
The auto-correlation function of a periodic signal is itself a periodic signal with a period same as
that of the original signal. If f(n) is an energy signal, its auto-correlation is

After applying a zero shift it becomes the total signal energy of the signal as shown below:

If f[n] is a power signal, the auto-correlation at zero shift is the average signal power of the
signal as shown below:

Signals & Systems Lab 9
37
-Department of Electronic Engineering-
EXERCISES:

Task #1: Compute by hand, the complete autocorrelation function of following signal:
0 0 0 1 0 2 1 1
k
x


Task #2: Use xcorr command to compute the autocorrelation function of the sequence given in
Task 1.

Task #3: Calculate the energy of the given sequence in Task 1. Compare the result with its
autocorrelation function at n=0.

Task #4: Compute the cross correlation function r
xy
(n) of the given sequences below, for n = 0
through 4
0 1 0 0 2 0 1 0 0

k
x
0 0 0 0 6 . 0 8 . 0 1 0 0

k
y

Task #5: Write a script file which would calculate the autocorrelation of the data sequence of
task 1 without using the xcorr command of MATLAB.