Correlation and Convolution

Correlation: A mathematical operation that closely resembles convolution is correlation.

Just as in the case of convolution, two signal sequences are involved in correlation. Our objective
in computing the correlation between the two signals is to measure the degree to which the two
signals are similar and thus to extract some information that depends to a large extent on the
application. Correlation of signals is often encountered in radar, sonar, Digital communications,
geology and other areas in science and engineering.

Let us suppose that we have two signal sequences x(n) and y(n) that we wish to compare. In
radar and active sonar applications, x(n) can represent the sampled version of the transmitted
signal and y(n) can represent the sampled version of the received signal at the output of the
analog-to-digital (A/D) converter. If a target is present in the space being searched by the radar or
sonar. The received signal y(n) consists of a delayed version of the transmitted signal, reflected
from the target, and corrupted by additive noise. Figure (1) depicts the radar signal reception
problem.

Figure (1)
We can represent the received signal sequence as
( )= ( − )+ ( )
where α is some attenuation factor, D is a delay, which is assumed to be an integer multiple of
the sampling interval, and w(n) represents the additive noise that is picked up by the antenna and
any noise generated by the electronic components and amplifiers contained in the front end of
the receiver. On the other hand, if there is no target in the space searched by the radar and sonar,
the received signal y(n) consists of noise alone.

Having the two signal sequences, x(n) , which is called the reference signal or transmitted signal,
and y(n) , the received signal, the problem in radar and sonar detection is to compare y(n) and
x(n) to determine if a target is present and, if so, to determine the time delay D and compute the
distance to the target. In practice, the signal x(n - D) is heavily corrupted by the additive noise to
the point where a visual inspection of y(n) does not reveal the presence or absence of the desired
signal reflected from the target. Correlation provides us with a means for extracting this
important information from y(n).

Applications of Correlation:
i. Image processing for robotic vision 
ii. Remote sensing by satellite 
iii. Radar and Sonar systems for range and position finding 
iv. Detection and identification for signals in noise 
v. In control engineering to observe the effect of input and outputs 
vi. Identification of binary codeword in PCM 
vii. Geology etc. 

Types of Correlation: There are two types of correlation

i. Auto Correlation
ii. Cross Correlation

Auto Correlation: The correlation between the same signal is called auto-correlation
∞

∞
Or, equivalently
∞

Where r denote the correlation, xy denote the correlation between the sequence x(n),y(n)

Cross Correlation: The cross correlation of and is a sequence is defined as

∑ ∞
∞

If any one of the signals of or is shift right or left, then correlation is defined as

∑ ∞
Or, ∞

This definition of cross-correlation, however, produces a result which depends on the number of
sampling taken. This is corrected for by normalizing the results to the number of points by
dividing by N. Alternatively this may be regarded as averaging sum of products. So,

Example (1): Determine the auto-correlation sequences of the following signal 1,2,1,1 .
Solution:
∑
0 ∑ =7
1 5
2 3
3 1
Also,
Therefore, 1,3,5,7,5,3,1
Example (2): Determine the cross-correlation sequence between the sequences
x(n)=[2,1,1], y(n)=[2,2,2]

Solution:-

The cross correlation sequence

∑
0 ∑ 4 2 6
1 ∑ 1 4 2 2 8
2 4, 2 0, 1 4, 3 2, 2 4

Convolution: Convolution is a mathematical way of combining two signals to form a third

signal. It is the single most important technique in Digital Signal Processing. Using the strategy
of impulse decomposition, systems are described by a signal called the impulse response.
Convolution is important because it relates the three signals of interest: the input signal, the
output signal, and the impulse response.

Convolution is a method which described the relation between the input to a linear time
invariant system x(n), and the output y(n). The convolution formula used to determine the output
of an LTI system to any given arbitrary input signal

∗
Types of Convolution:

Linear Convolution: The general formula for the linear convolution is defined by the
following equation

Since the length of the convolution sum increases linearly with respect to the length of the
input sample and impulse response, it is called linear convolution.
Example (3): Find the convolution of , , , , with , , , , , } by
using both the matrix and multiplication methods.
Example (4): Find the convolution sum between , with , } by using
tabular method.

Example (5): Find the convolution sum between , , with , , , }

by using the time domain summation.
Example (6): The impulse response of a linear time invariant system is h(n)=[1,2,2].
Determine the response of the system to input signal x(n)= [2,-3,1] using convolution sum

Solution: The graphical representation of a convolution is illustrated in the following figure

Example (7): Find the convolution sum between , with , } by using

the circular convolution method.
Circular Convolution:

Example (8): Find the circular convolution of the signals , , , with

, , , } by using tabular method.

Circular Convolution Using the Circle method:

Example (8): Find the circular convolution of the signals , , , with

, , , } by using the circle method.

Solution: Following figure gives the complete convolving details of the circular convolution
by using circle method and hence final result. Therefore the convoluted sum by using the
circular convolution for the given sequences is , , , }
Example (9): Find the circular convolution of the signals , , , with

, , , } by using DFT and IDFT (matrix operation method).

Solution:
Differences between Linear and Circular Convolution:

Convolution Properties :
• Commutative Property
The commutative property states that the order in which two sequences are convolved is not
important. Mathematically, the commutative property is
∗ ∗
• Associative Property
The convolution operator satisfies the associative property, which is
∗ ∗ ∗ ∗
The associative property states that if two systems with unit sample responses and
are connected in cascade as shown in Figure(1-b) an equivalent system is one that has a
unit sample response equal to the convolution of and :
∗
 • Distributive Property
The distributive property of the convolution operator states that
∗ ∗ ∗

This property asserts that if two systems with unit sample responses and are
connected in parallel, as illustrated in Figure (1-c), an equivalent system is one that has a unit
sample response equal to the sum of and :

Figure (1): The interpretation of convolution properties 

What is the difference between Convolution and cross-correlation:

In the computation of convolution, one of the sequences is folded, then shifted, then multiplied
by the other sequences to form the product sequence for that shift and finally the values of the
product sequence are summed.
On the other hand in cross-correlation, shifting one of the sequences, then two sequences are
multiplied to form the product sequence and finally product sequences are summed.

Convolution gives the output of a system which filters the input of a system. Here impulse
response is used as a filter. Whereas, cross-correlation is used to find the similarities between
two different signals.