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Embedded SystemsFPGAElectronics

Spectral Audio Signal Processing
    Beginning Statistical Signal Processing
       Correlation Analysis
          Cross-Correlation

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Cross-Correlation



Definition: The cross-correlation of two signals $ x$ and $ y$ may be defined by

$\displaystyle r_{xy}(l) \isdef E\{\overline{x(n)}y(n+l)\} $

I.e., it is the expected value (§C.1.6) of the lagged products in random signals $ x$ and $ y$.

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Next: Cross-Power Spectral Density

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About the Author: Julius Orion Smith III
Julius Smith's background is in electrical engineering (BS Rice 1975, PhD Stanford 1983). He is presently Professor of Music and Associate Professor (by courtesy) of Electrical Engineering at Stanford's Center for Computer Research in Music and Acoustics (CCRMA), teaching courses and pursuing research related to signal processing applied to music and audio systems. See http://ccrma.stanford.edu/~jos/ for details.


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