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Unformatted text preview: EE 261 The Fourier Transform and its Applications Fall 2007 Solutions to Problem Set Four 1. (15 points) Cross Correlation The crosscorrelation (sometimes just called correlation) of two realvalued signals f ( t ) and g ( t ) is defined by ( f g )( x ) = f ( y ) g ( x + y ) dy . (a) f g is often described as a measure of how well g , shifted by x , matches f , thus how much the values of g are correlated with those of f after a shift. Explain this, e.g. what would it mean for f g to be large? small? positive? negative? You could illustrate this with some plots. (b) Crosscorrelation is similar to convolution, with some important differences. Show that f g = f g = ( f g ) . Is it true that f g = g f ? (c) Crosscorrelation and delays Show that f ( b g ) = b ( f g ) . What about ( b f ) g ? Solutions: (a) The crosscorrelation is ( f g )( x ) = f ( x ) g ( x + y ) dy . To get a sense of this, think about when its positive (and large) or negative (and large) or zero (or near zero). If, for a given x , the values f ( y ) and g ( x + y ) are tracking each other both positive or both negative then the integral will be positive and so the value ( f g )( x ) will be positive. The closer the match between f ( x ) and g ( x + y ) (as y varies) the larger the integral and the larger the crosscorrelation. In the other direction, if, for example, f ( y ) and g ( x + y ) maintain opposite signs as y varies (so are negatively correlated) them the integral will be negative and f g )( x ) < 0 The more the negatively they are correlated the more negative ( f g )( x ). Finally, it might be that the values of f ( x ) and g ( x + y ) jump around as y varies; sometimes positive and sometimes negative, and it may then be that the values cancel out in taking the integral, making ( f g )( x ) near zero. One might say one does say that f and g are uncorrelated if ( f g )( x ) = 0 for all x . Here are some plots. First take two s, one shifted, Their crosscorrelation looks like 1 5 10 15 20 25 30 35 40 1 2 3 4 5 6 7 8 9 10 big cross correlation between 2 shifted rects Heres a plot of the crosscorrelation between a and a shifted, negative . Finally, heres a plot of the crosscorrelation between a rect and a random signal (noise). 2 (b) For the crosscorrelation we have ( f g )( x ) = f ( y ) g ( x + y ) dy = f ( u x ) g ( u ) du (substituting u = x + y ) = f ( ( x u )) g ( u ) du = f ( x u ) g ( u ) du = ( f g )( x ) . Next, starting from the convolution ( f g ) we have ( f g ) ( x ) = ( f g )( x ) = f ( y ) g ( x y ) dy = f ( y ) g ( ( x y )) dy = f ( y ) g ( x + y ) dy = ( f g )( x ) ....
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This document was uploaded on 07/28/2011.
 Summer '09

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