Unbiased Cross-Correlation
Recall that the cross-correlation operator is cyclic (circular) since is interpreted modulo . In practice, we are normally interested in estimating the acyclic cross-correlation between two signals. For this (more realistic) case, we may define instead the unbiased cross-correlation
An unbiased acyclic cross-correlation may be computed faster via DFT (FFT) methods using zero padding:
Note that and belong to while and belong to . The zero-padding may be causal (as defined in §7.2.8) because the signals are assumed to be be stationary, in which case all signal statistics are time-invariant. As usual when embedding acyclic correlation (or convolution) within the cyclic variant given by the DFT, sufficient zero-padding is provided so that only zeros are ``time aliased'' (wrapped around in time) by modulo indexing.
Cross-correlation is used extensively in audio signal processing for applications such as time scale modification, pitch shifting, click removal, and many others.
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