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Unformatted text preview: Correlation is the same as convolution with a time reversal of one of the sequences: R xy [ n ] = x [ n ] * y [n ] This type of convolution can be easily accomplished with the aid of the discrete ourier transform (DT), also known as the fft function in Matlab. If X [ k ] is the DT of x [ n ], Y [ k ] is the DT of y [ n ], and S xy [ k ] is the DT of R xy [ n ], then S xy [ k ] = X [ k ] Y * [ k ]. The complete algorithm is 1. Calculate the DTs of x [ n ] and y [ n ]. 2. Conjugate one of the sequences. 3. Multiply the two sequences point wise. 4. Calculate the inverse DT of the product. 3...
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 Fall '08
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