The cross-correlation function gives a measure of the extent to which two signals correlate with each other as a function of the time displacement between them.
- If the signals are identical, the cross correlation will be one, and if they are completely dissimilar, the cross correlation will be zero.
- The cross correlation of two functions fx(t) and fy(t)
- reduces to an autocorrelation when fx(t)=fy(t)
- To determine to what extent a signal measured at one point originates from a particular source, and with what time delay.
- To detect the existence of a signal in extraneous noise.
See also: Autocorrelation, Correlation, Cross Spectrum.
Subjects: Mathematics Noise & Vibration Signal Processing