Convolution and Correlation: Objectives

DIGITAL SIGNAL PROCESSING
Convolution and
CHAPTER 4
Correlation
Objectives
After completing this chapter, you will be able to:
▪ Differentiate between convolution and correlation
▪ Understand convolution and correlation
▪ Calculate convolution and correlation
INTRODUCTION
Convolution operation is indispensable in studying analog optical and digital signal

processing. Equally important is the correlation operation. The time domain community
often teaches convolution and correlation only with one dimensional time signals. That
does not clearly demonstrate the effect of convolution and correlation between two
signals. Instead if we consider two dimensional spatial signals, the convolution and
correlation operations can be very clearly explained. The devices that attach to a
computer vary in many aspects, Some devices.
CONVOLUTION
Convolution is a mathematical operation used to express the relation between input and
output of an LTI system. It relates input, output and impulse response of an LTI system
as:
Where y (t) = output of LTI

x (t) = input of LTI
h (t) = impulse response of LTI
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There are two types of convolutions:
• Continuous convolution
• Discrete convolution
CONTINUOUS CONVOLUTION
Continuous time circular convolution is an operation on two finite length or

periodic continuous time signals defined by the integral
for all signals defined on where are periodic extensions of f and g. It is

important to note that the operation of circular convolution is commutative, meaning that
for all signals defined on . Thus, the circular convolution operation could
have been just as easily stated using the equivalent definition
for all signals defined on where are periodic extensions of f and
DISCRETE CONVOLUTION
Discrete time convolution is an operation on two discrete time signals defined by the
integral
for all signals defined on . It is important to note that the operation of

convolution is commutative, meaning that
25
for all signals defined on . Thus, the convolution operation could have been just
as easily stated using the equivalent definition
for all signals defined on where are periodic extensions of f

and g. Circular convolution has several other important properties not listed here but
explained and derived in a later module.
PROPERTIES OF CONVOLUTION
Commutative Property
Distributive Property
Associative Property
Shifting Property
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Convolution with Impulse
CORRELATION
Correlation is a measure of similarity between two signals. The general formula for
correlation is
There are two types of correlation:
• Auto correlation
• Cross correlation
AUTO CORRELATION
It is defined as correlation of a signal with itself. Auto correlation function is a measure of

similarity between a signal & its time delayed version. It is represented with
Consider a signals x(t). The auto correlation function of x(t) with its time delayed version
is given by
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If the signal is complex then auto correlation function is given by
PROPERTIES OF AUTO CORRELATION FUNCTION OF ENERGY SIGNALS
• Auto correlation exhibits conjugate symmetry

• Auto correlation function of energy signal at origin i.e., at τ = 0 is equal to total
energy of that signal, which is given as:
• Auto correlation function
• Auto correlation function is maximum at

• Auto correlation function and energy spectral densities are Fourier transform
pairs.
AUTO CORRELATION FUNCTION OF POWER SIGNALS
The auto correlation function of periodic power signal with period T is given by
PROPERTIES OF AUTO CORRELATION FUNCTION OF POWER SIGNALS

• Auto correlation of power signal exhibits conjugate symmetry
• Auto correlation function of power signal at τ=0 (at origin) is equal to total power
of that signal.
• Auto correlation function of power signal
• Auto correlation function of power signal is maximum at τ = 0
• Auto correlation function and power spectral densities are Fourier transform pairs
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CROSS CORRELATION
Cross correlation is the measure of similarity between two different signals.
Consider two signals x1(t) and x2(t). The cross correlation of these two signals R12(τ) is
given by
If signals are complex then
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PROPERTIES OF CROSS CORRELATION FUNCTION OF ENERGY AND POWER SIGNALS
• Auto correlation exhibits conjugate symmetry
• Cross correlation is not commutative like convolution

• If R12(0) = 0 means, if , then the two signals are said to
be orthogonal.
• For power signal if , then two signals are said to be
orthogonal.
• Cross correlation function corresponds to the multiplication of spectrums of one
signal to the complex conjugate of spectrum of another signal.
PARSEVAL’S THEOREM
Parseval's theorem for energy signals states that the total energy in a signal can be
obtained by the spectrum of the signal as
If a signal has energy E then time scaled version of that signal x(at) has energy E/a.
References:
• http://pilot.cnxproject.org/content/collection/col10064/latest/module/m1008
5/latest
• https://www.tutorialspoint.com/signals_and_systems/convolution_and_corr
elation.htm
Video Tutorial Link:
Signals and Systems - Convolution theory and example
• https://www.youtube.com/watch?v=3GGT7AFXe1I
Signal Processing – Correlation
• https://www.youtube.com/watch?v=71mvfkIgb4c
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DIGITAL SIGNAL PROCESSING

▪ Understand convolution and correlation

▪ Calculate convolution and correlation

Convolution operation is indispensable in studying analog optical and digital signal

Where y (t) = output of LTI

There are two types of convolutions:

Continuous time circular convolution is an operation on two finite length or

for all signals defined on where are periodic extensions of f and g. It is

for all signals defined on where are periodic extensions of f and

for all signals defined on . It is important to note that the operation of

for all signals defined on where are periodic extensions of f

Convolution with Impulse

There are two types of correlation:

It is defined as correlation of a signal with itself. Auto correlation function is a measure of

If the signal is complex then auto correlation function is given by

PROPERTIES OF AUTO CORRELATION FUNCTION OF ENERGY SIGNALS

• Auto correlation exhibits conjugate symmetry

• Auto correlation function

• Auto correlation function is maximum at

PROPERTIES OF AUTO CORRELATION FUNCTION OF POWER SIGNALS

Cross correlation is the measure of similarity between two different signals.

If signals are complex then

PROPERTIES OF CROSS CORRELATION FUNCTION OF ENERGY AND POWER SIGNALS

• Auto correlation exhibits conjugate symmetry

• Cross correlation is not commutative like convolution

Signals and Systems - Convolution theory and example

Signal Processing – Correlation

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