Autocorrelation & Cross-correlation Applications
Cross-correlation and autocorrelation are commonly used for
measuring the similarity of signals especially for pattern
recognition and for signal detection.
Example: Autocorrelation used to extract radar signals to
improve sensitivity. Makes use of radar signals being periodic
so the signal is a pulse train (parameters: amplitude, pulse
width and interval between pulses).
Example: Cross-correlation used to establish symbol timing by
comparing an incoming signal with a known bit sequence to
identify a known bit pattern to reference to for system timing.
Example: Correlation is used for analyzing fractal patterns.
                    Cross-corrrelation & Autocorrelation          1
         Example: Autocorrelation Application
Autocorrelation
measurements have
become a standard
method for pulse
characterization of
ultrafast laser pulses.
                   Cross-corrrelation & Autocorrelation   2
          General Categories of Applications
Cross-correlation and autocorrelation used for
        Measuring fast signal decay
        Laser microscopy
        Measuring pulse broadening and distortion
        Fluorescence spectroscopy
        measuring musical beats (estimating pitch)
        Scanning pulsar frequencies
        Analyzing spatial patterns
        Used in X-ray diffraction data analysis
        Security system design (pattern recognition utilized)
        Water traffic monitoring
        and many others . . . .
                  Cross-corrrelation & Autocorrelation          3
       Some General Relationships in Correlation
The autocorrelation function of a power signal g(t ) is given by
                          T /2
                       1
                  T  T 
       Rgg ( )  lim          g(t ) g(t   )dt
                         T /2
The autocorrelation function Rgg ( ) and power spectral density
are a Fourier transform pair,
       Rgg ( )  Sgg ( f )
The average power Pave is
      Pave  Rgg (0)
The power spectral density (PSD) transfers across a network as
                          2
      Syy ( f )  H ( f ) Sgg ( f )
                         Cross-corrrelation & Autocorrelation      4