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 )

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