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    Correlation & Convolution

    Uploaded by

    Keilla Romabiles Leopando

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    © All Rights Reserved
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    Correlation & Convolution

    Uploaded by

    Keilla Romabiles Leopando
    36 views17 pages

    Original Title

    CORRELATION & CONVOLUTION

    Copyright

    © © All Rights Reserved

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    Download as pptx, pdf, or txt
    36 views17 pages

    Correlation & Convolution

    Uploaded by

    Keilla Romabiles Leopando

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
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    ( CONTINUOUS – TIME SIGNAL)

    an operation used to measure the


    similarity between two signals or
    functions and the time relation of
    the similarity

    Correlation Function

    f12   f1( ) f 2 (t   )d
    
     to correlate a f1(t )
    signal
     with another f 2 (t )
    signal
     first, shift the f 2 (t   )
    second signal
     then multiply f1( ) f 2 (t   )
    both signals

     then integrate
    under the curve 
    
    f1( ) f 2 (t   )d
     Autocorrelation
     if the signal f1 and f2 are the same
     provides information about the time – domain
    structure of a noisy signal
     often used to discover periodic components in noisy
    signals
     Cross Correlation
     if the signal f1 and f2 are different
     used to detect and locate known reference signal
    buried in noise of known reference signals
     used to identify a signal by comparison with a
    library
     signal processing
     pattern recognition
     single particle analysis
     electron tomographic averaging
     cryptanalysis
     neurophysiology
     N=1024; % Number of  subplot(3,1,2);
    samples to generate  plot(y);
     f=1; % Frequency of the  title('y(n), Pure Sinewave +
    sinewave Noise');
     FS=200; % Sampling  grid;
    frequency
     Rxy=xcorr(x,y); % Estimate
     n=0:N-1; % Sampling index the cross correlation
     x=sin(2*pi*f1*n/FS); %  subplot(3,1,3);
    Generate x(n)
     plot(Rxy);
     y=x+10*randn(1,N); %
    Generate y(n)  title('Cross correlation Rxy');
     subplot(3,1,1);  grid;
     plot(x);
     title('Pure Sinewave');
     grid;

    Source: Digital Signal Processing Case Study Copyright-S.R.Taghizadeh


    Pure Sinewave
    1

    -1
    0 200 400 600 800 1000 1200
    y(n), Pure Sinewave + Noise
    50

    -50
    0 200 400 600 800 1000 1200
    Cross correlation Rxy
    1000

    -1000
    0 500 1000 1500 2000 2500
    a mathematical operation on two
    functions f and g, producing a
    third function that is typically
    viewed as a modified version of
    one of the original functions
     used in communications similar to
    cross – correlation except that the
    second signal is flipped back to
    front

    f12 (t )   f1( ) f 2 (t   )d
    

    •the convolution formula can be described as


    a weighted sum of the function ƒ1() at the
    moment t where the weighting is given by
    f2(−) simply shifted by amount t
    • as t changes, the weighting function
    emphasizes different parts of the input
    function
    x(t )  h(t )  h(t )  x(t )
    x(t )  [h(t )  z (t )]  [ x(t )  h(t )]  z (t )
    x(t )  [h(t )  z (t )]  x(t )  h(t )  x(t )  z (t )
    x(t )  [ch(t )]  c[ x(t ) * h(t )]
    d  dh(t ) 
    [ x(t ) * h(t )]  x(t ) *  
    dt  dt 
    v(t ) * w(t )  V ( f ) W ( f )

    v(t ) * w(t )  V ( s )  W ( s )

    v(t )  w(t )  V ( f ) *W ( f )
     to convolve a f1(t )
    signal
     with another f 2 ( )
    signal
     first, flip the
    f 2 ( )
    second signal
    f 2 (t   )
     then, shift it
     then multiply
    both signals f1( ) f 2 (t   )
     then integrate

    under the curve 
    
    f1( ) f 2 (t   )d
     applications
     probability
     statistics
     computer vision
     image and signal processing (e.g. design
    and implementation of finite impulse
    response filters)
     electrical engineering
     differential equations
     telescope
     microscope
    vt  wt 
    v(t )  t 0t T
    w(t )  sin( t ) 0  t  

    vt  wt 
    v(t )  t 0t T
    w(t )  2e t
    0t 
    autocorrelation
    w(t )  2e 2t
    0t 
    autocorrelation
    w(t )  sin t  0t 

    vt  wt 
    v(t )  t 0t T
    w(t )  2 cost  0t 

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