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Introduction to DSP

Time domain processing

Correlation

Correlation is a weighted moving average:

One signal provides the weighting function.

The diagram shows how a single point of the correlation function is calculated:

• first, one signal is shifted with respect to the other
• the amount of the shift is the position of the correlation function point to be calculated
• each element of one signal is multiplied by the corresponding element of the other
• the area under the resulting curve is integrated

Correlation requires a lot of calculations. If one signal is of length M and the other is of length N, then we need (N * M) multiplications, to calculate the whole correlation function.

Note that really, we want to multiply and then accumulate the result - this is typical of DSP operations and is called a 'multiply/accumulate' operation. It is the reason that DSP processors can do multiplications and additions in parallel.

Last updated: 5th March 1998 | http://www.bores.com/courses/intro/time/2_ave.htm

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