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# Cross Correlation Theorem

Explore the intricate world of engineering mathematics through the lens of the Cross Correlation Theorem. Gain a comprehensive understanding of this theorem's function, practical examples, interrelation with other theorems, and its scientific detail. We further delve into the theorem's various applications across diverse engineering spheres. This in-depth guide will prove invaluable for students, educators, or anyone interested in the foundations of engineering mathematics, particularly focusing on the Cross Correlation Theorem.

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## Understanding the Cross Correlation Theorem

Before we delve into a myriad of complex equations, let's begin with a fundamental understanding of what the Cross Correlation Theorem is. Basically, it's a principle used in signal processing and statistics. You'll find it being implemented in areas such as engineering, physics, computer science, and even biology. In definition, the Cross Correlation Theorem creates a measure of similarity between two signals as a function of the time-lag applied to one of them.

In other words, it's a method of making sense of complex signals, by comparing them to one another. It is paramount particularly when trying to identify patterns or detect a signal in a noisy environment.

Here's something to ponder on: It's very similar to what happens when you identify a familiar face in a crowded room. Your brain automatically correlates the features of all the faces present with the familiar face, allowing you to pick it out. The Cross Correlation Theorem does this, but with signals rather than faces!

### The Meaning of Cross Correlation Theorem

Let's take a closer look at the Cross Correlation Theorem. There are a few key concepts you have to grasp.

Signal: In this context, a signal is defined as any function, typically time-varying, that carries information. Examples of signals include sound waves (like your voice) or radio waves.

Time Lag: Time Lag corresponds to the amount of time delay that is applied to a signal. For example, if you play a recorded message 5 seconds after pressing play, then the time lag is 5 seconds.

The Cross Correlation function measures how much two signals 'agree' with each other for a given time shift. If the two signals match up perfectly, the correlation is 1. If they are the exact opposite, the correlation is -1. Anywhere between those values, the correlation signifies the degree of similarity.

A practical example could be detecting an expected radar signal in noisy data. In this case, one would compare the expected signal against the received data at various time lags to find a match.

#### Cross Correlation Theorem Simplified

The Cross Correlation Theorem, no doubt, is a hefty concept to swallow. But, don't worry. You're not alone in this discovery journey. We're going to break it down, slice by slice.

The theorem states that the cross-correlation of two signals in the time domain is equal to the product of their respective Fourier Transforms conjugate multiplied in the frequency domain. $CrossCorrelation(f, g)(t)=\int f^{*}(s)g(s+t) ds$ Everything right from the $$\int$$ which denotes an integral (akin to summing up all the values), to $$f^{*}(s)$$ and $$g(s+t)$$, which represent our two signals, all combine to form the base of the Cross Correlation Theorem.

def CrossCorrelation(f, g):
conj_f = numpy.conj(f)
return scipy.signal.fftconvolve(conj_f, g, mode='same')


The code snippet above is an example of how the Cross Correlation can be calculated for two digital signals in a computer, using the Python programming language and some scientific computation libraries (numpy and scipy).

If the values of the cross correlation function are high at certain time lags, you can conclude that the two signals are similar at those time lags. This concept is applied in various real-life situations like determining the delay of arrival of a signal at different points or deducing the similarity of waveforms in electrocardiography (reading heart signals).

## Demonstrating the Cross Correlation Theorem

Let's take it up a notch. Having gained an understanding of what the Cross Correlation Theorem is, it's time to put it into action. Seeing a theorem at work can significantly help strengthen your grasp of the concept. So how about we roll up our sleeves and work through some examples?

### Example of Cross Correlation Theorem

Let's consider a simple example where we use the Cross Correlation Theorem to find the time shift between two signals. We are going to use two signals here: one is a sinusoidal signal, and the other one is the same signal but delayed by a certain time.

Our sample signals can be represented as, $$f(t) = sin(t)$$, the undelayed signal, and $$g(t) = sin(t+\alpha)$$, the delayed signal, where $$\alpha$$ is the time shift between the two signals.

We can calculate the Cross Correlation of these two signals using the formula for cross correlation: $CrossCorrelation(s, g)(t)=\int f^{*}(t)g(t+\tau) dt$

Time-delay estimation: In this context, time-delay estimation is a measure of the time difference between the arrival times of a signal at two different points.

import numpy as np
import matplotlib.pyplot as plt

# Sample signals
f = np.sin(t)
g = np.sin(t + 5)

# Cross correlation
cross_correlation = np.correlate(f, g, 'same')

# Displaying the cross correlation
plt.plot(cross_correlation)
plt.show()


Here's what's happening in the code above: We use the numpy and matplotlib libraries in Python. Numpy provides functions for working with arrays and matrices, and matplotlib is used for plotting the results. The numpy correlate function calculates the cross correlation of two signals. In our example, we use two sinusoidal signals with a delay of 5 time units. When we plot the cross correlation signal, we observe a peak at the point corresponding to the time delay we introduced, indicating strong correlation.

#### Practical Usage: Cross Correlation Theorem Example

Now that you're familiar with the workings of the Cross Correlation Theorem, let's dig a little deeper and discover some practical applications of this fascinating principle.

Happen to have heard of Spread Spectrum Communications? It's a communications technique where the transmitted signal is spread over a wide frequency band that's much wider than the minimum bandwidth required to transfer the information. This is typically done using a code sequence that solely the sending and receiving ends know. And guess what? The Cross Correlation Theorem comes in very handy here.

Imagine a scenario where we are transmitting a clean coded signal $$c(t)$$, but when this signal reaches the receiver, it ends up being mixed with unwanted noise $$n(t)$$ and thus, can be expressed as $$x(t) = c(t) + n(t)$$.

from scipy import signal

# Clean signal
c = np.random.choice([1,-1], size=10000)

# Noise signal
n = np.random.normal(size=c.shape)

# Received signal (Coded signal + noise)
x = c + n

cross_correlation = signal.correlate(x, c, mode='valid')

plt.plot(cross_correlation)
plt.show()


In the above Python code, we use the scipy library to generate a random coded signal and add the normal random noise to it. Now, the purpose is to recover the original signal $$c(t)$$ from the received noisy signal $$x(t)$$. This is simply done by cross-correlating the received signal with the original coded signal. Cross correlating the noisy received signal with the code signal accurately retrieves the signal since the cross correlation of random noise with anything tends to average out to zero, leaving behind just the correlation of the received signal with the code signal.

Applications like these echo the value of the Cross Correlation Theorem in our day-to-day technology and communications.

## Interrelation between Theorems

Unlocking the power of any substantial theorem often requires understanding its relationship with other principles in the field. In the realm of signal processing and statistics, such connections are not only common but deeply intertwined. For computational problem-solving, engineers often leverage these interrelations for more efficient results.

### Wiener Khinchin Theorem and Cross Correlation

The Wiener Khinchin Theorem is notably foundational in the sphere of signal processing. It essentially represents the connection between the autocorrelation function and the power spectral density of a signal.

Power Spectral Density: Provides a measure of the power 'present' or 'distributed' as a function of frequency.

\r[ Autocorrelation(f)(t)={\int_{-\infty}^{\infty}f(u)f^{*}(u+t) du} \r]

Autocorrelation: A type of cross correlation where a signal is compared with itself.

Wiener Khinchin theorem states that the power spectrum of a signal is the Fourier transform of its autocorrelation. This connection between power spectral density and autocorrelation is critical in signal processing and system analysis.

def autocorrelation(f):
return scipy.signal.fftconvolve(f, f[::-1], mode='full')

def powerSpectralDensity(f):
return np.abs(np.fft.fft(f))**2


The Python code snippet above demonstrates how to compute the autocorrelation and power spectral density of a signal using the scipy and numpy libraries. The function 'autocorrelation' computes the convolution of a signal with its reversed version which gives us its autocorrelation. The function 'powerSpectralDensity' computes the Fourier Transform of the signal and raises it to the power of two, giving us the power spectral density of the signal.

Now, how is this related to the Cross Correlation Theorem, you ask? No doubt, these two have quite a close bearing. If you compare the formulas of the two, the only major distinction is in the underlying signals being processed. Autocorrelation, unlike Cross Correlation, analyses the same signal, just at different times. If we replace one of the signals in Cross Correlation with the other one, it essentially turns into Autocorrelation. In this way, Autocorrelation is a special case of Cross Correlation.

#### Comparison: Cross Correlation vs Convolution Theorem

With a good grasp of the Cross Correlation Theorem, we can pit it up against another fundamental theorem in signals and systems- The Convolution Theorem. This theorem is a cornerstone in Fourier analysis and establishes a relationship between the Fourier transform of a function's convolution and the pointwise product of their Fourier transforms.

def Convolution(f, g):
return scipy.signal.fftconvolve(f, g, mode='same')


The Python code snippet represents how to compute the convolution of two signals using the scipy library.

Convolution: Describes the amount of overlap of one signal as it is shifted over another.

While it's tempting to mistake Cross Correlation for Convolution due to their similar mathematical structures, a critical variance exists. In Convolution, one of the signals is first reversed before 'sliding' it across the other signal, unlike Cross Correlation where no reversing is done.

\r[ ( f * g)(t)={\int_{-\infty}^{\infty}f(u)g(t-u) du} \r]

This equation clearly depicts the convolution of two signals, 'f' and 'g'. The notation $$f * g$$ is classic for the convolution operation. Take note that the reversal of the signal 'g' is evident by $$g(t-u)$$ replacing $$g(u)$$.

So what does this difference make? Consider a scenario where you have two signals: one of a sound wave and another of its echo. If we were to use convolution to analyse these signals, we would be flipping one of them, which would distort the intended comparison. So, for tasks like these, which require the computation of similarity between two signals without flipping, Cross Correlation takes precedence over Convolution.

On the other hand, Convolution dominates in situations dealing with systems' outputs based on their inputs and impulse responses. In these cases, the 'flip and slide' of Convolution aligns perfectly with the chronological order of cause-effects.

Understanding this essential difference and opting for Cross Correlation or Convolution accordingly undoubtedly takes you one step ahead in your engineering journey with signals and systems.

## Diving into the Details of Cross Correlation Theorem

Before we can effectively use the Cross Correlation Theorem, it's vital to have a deep, firm grasp of what it really stands for. This theorem is at the bedrock of signal processing, systems theory and several areas of engineering. It can be particularly helpful in determining the similarity between two signals, identifying the time delay between them, or recognising a signal within a noisy background.

### Proof of the Cross Correlation Theorem

Let's delve right into the spirit of engineering, the way a true engineer would, and try to prove the Cross Correlation Theorem.

Remember, the Cross Correlation Theorem states that the Fourier Transform of the cross correlation of two signals is equal to the product of the Fourier Transform of the first signal and the complex conjugate of Fourier Transform of the second signal. Mathematically expressed as:

$\mathcal{F}\{f(t) * g(t)\} = \mathcal{F}\{f(t)\} . \mathcal{F}\{g(t)\}^{*}$

Given, the Fourier Transform pair $$f(t) \longleftrightarrow F(\omega)$$ , $$g(t) \longleftrightarrow G(\omega)$$.

The cross correlation of $$f(t)$$ and $$g(t)$$ is: \r[ f(t) * g(t) = \int_{-\infty}^{\infty} f(\tau)g(t-\tau) d\tau \r]

Now, taking the Fourier Transform of this expression, $\mathcal{F}\{f(t) * g(t)\} = \mathcal{F}\{\int_{-\infty}^{\infty} f(\tau)g(t-\tau) d\tau\}$

Through the Linearity property of the Fourier Transform, we can bring the integral to the outside: $= \int_{-\infty}^{\infty} f(\tau) \mathcal{F}\{g(t-\tau)\} d\tau$

Applying the Time Shift property of Fourier Transform: $= \int_{-\infty}^{\infty} f(\tau) e^{j\omega\tau} G(\omega) d\tau$

Pulling out $$G(\omega)$$ from the integral as it is not a function of $$\tau$$, $= G(\omega) \int_{-\infty}^{\infty} f(\tau) e^{j\omega\tau} d\tau$

Now it is visible that the expression inside the integral is the Fourier Transform of $$f(t)$$, denoted as $$F(\omega)$$. $= F(\omega) . G(\omega)$

Therefore, this proof confirms the Cross Correlation Theorem, i.e., $\mathcal{F}\{f(t) * g(t)\} = \mathcal{F}\{f(t)\} . \mathcal{F}\{g(t)\}^{*}$

#### Cross Correlation Theorem Formula and its Interpretation

The mathematical expression of the Cross Correlation Theorem is quite enlightening once you understand what it conveys.

Let's dissect the formula to extract its essence. As already stated, the Cross Correlation Theorem is generally expressed as:

$\mathcal{F}\{f(t) * g(t)\} = \mathcal{F}\{f(t)\} . \mathcal{F}\{g(t)\}^{*}$

In this equation:

• $$f(t)$$ and $$g(t)$$ are the two signals we are working with.
• '*' denotes the cross correlation operation.
• $$\mathcal{F}$$ signifies the Fourier Transform function.
• '.' signifies the multiplication operation.
• $$^\{*}$$ denotes the complex conjugate operation.

The left-hand side of the equation represents the Fourier Transform of the cross correlation of the two signals $$f(t)$$ and $$g(t)$$ while the right-hand side of the equation represents the multiplication of the Fourier Transform of the first signal by the complex conjugate of the Fourier Transform of the second signal.

This theorem reveals a crucial harmonic footprint of the Cross Correlation function in the frequency domain, that is, it is the multiplication of the Fourier Transform of one function with the conjugate of the Fourier Transform of the other function.

In other words, the Cross Correlation Theorem transforms the cross correlation operation in the time domain to a basic multiplication operation in the frequency domain. This enables the possibility of frequency-domain-based operations which are computationally much more efficient, hence the theorem's extensive use in digital signal processing.

To sum up, the Cross Correlation Theorem not only expands our understanding of signal processing techniques in relation to one another, but it also paves the way for computationally simpler methods to analyse signals.

## Utilising the Cross Correlation Theorem

To harness the full potential of the Cross Correlation Theorem, it’s vital to understand its practical applications in mathematics, engineering and the physical sciences. Whether it's to determine the degree of similarity between two signals or to identify the presence of one signal within a cluttered, noisy output, employing the theorem can enable a clear, unambiguous determination.

### Applications of Cross Correlation Theorem

The ability of the Cross Correlation Theorem to translate cross correlation from the time domain to the frequency domain has wide-ranging applications across numerous fields. These range from signal and system analysis to complex imaging techniques. Below are a few of these applications.

Signal Processing and System Analysis: In the realm of signal processing and system analysis, the Cross Correlation Theorem is regularly employed. For instance, the theorem provides a valuable means to establish the degree of resemblance between two signals. In a typical case, this might include comparing a raw input signal with a signal that has passed through a given system, enabling the detection and analysis of any resulting alterations.

$\mathcal{F}\{f(t) * g(t)\} = \mathcal{F}\{f(t)\} . \mathcal{F}\{g(t)\}^{*}$

The theorem also facilitates the identification of a specific signal within a noisy output. For example, it allows engineers to extract vital information from signals indistinguishable from background noise in real-world environments. This technique is widely used in telecommunications, radar, and acoustics.

Pattern Recognition: The Cross Correlation Theorem also holds immense relevance in the field of pattern recognition. Through the theorem, a template of the desired signal (also known as a kernel) may be cross-correlated with a larger database. The output peak of this cross correlation operation signifies where the template matches the database most closely.

Structural Analysis in Bioinformatics: In bioinformatics, the theorem affords a means to compare protein structures. By cross correlating the secondary structure elements (helices, strands and coils) of two protein structures, substantial insights can be gleaned about the functional similarities and evolutionary relationships between proteins.

#### Extensive Use Cases: Cross Correlation Theorem Applications

The application of the Cross Correlation Theorem extends well beyond these initial considerations, evidencing its fundamental importance in a broad array of practices.

Geophysics: In geophysics, the theorem affords a powerful tool in the monitoring of earthquakes. By cross correlating the seismic waves recorded at two different observation stations, it's possible to both accurately locate the epicentre of an earthquake and track the propagation of seismic waves.

Astronomy: In the domain of astronomy, the theorem is employed in interferometry to calculate and compensate the delay in signals received by different telescopes. This allows astronomers to combine signals from multiple telescopes to produce images with higher resolution than could be obtained with any single telescope.

Medical Imaging: The Cross Correlation Theorem has also been put to use in intricate medical imaging techniques like Magnetic Resonance Imaging (MRI) and Computed Tomography (CT). For instance, to reconstruct images from the raw data generated in these techniques, one relies upon the Fourier transform. However, this raw data might at times get corrupted due to physical or technical reasons, appearing as streaks or irregularities in the image. Echoing the definition of Cross Correlation, you compare these corrupted images with a set of saved standard image signals, so as to identify and correct these defects.

Given this vast applicability, it's clear that the Cross Correlation Theorem is not just a mathematical novelty, but it firmly imprints an unwavering influence on today's scientific advancements.

Machine Learning: Within the rapidly developing scope of machine learning, the Cross Correlation Theorem is applied in the field of convolutional neural networks (CNNs). These networks are used for image and video processing tasks, including image classification, object detection, and semantic segmentation. Here an input image is 'cross correlated' with a set of learnable filters (also known as kernels) to extract important features from the image. Through this cross correlation operation at each layer of the network, the CNN progressively learns to recognise intricate patterns and features.

def cross_correlation(image, filter):
return scipy.signal.correlate2d(image, filter, mode='valid')


This Python code snippet represents a cross correlation operation for a 2-dimensional input image and filter, using the scipy library. 'Mode' is set to 'valid' which means that it does not perform any zero-padding on the inputs and it is only computed where the inputs overlap completely.

These wide-ranging applications substantiate the versatility and essential role that the Cross Correlation Theorem plays in connecting underlying mathematical principles to practical real-world engineering and scientific solutions.

## Cross Correlation Theorem - Key takeaways

• The Cross Correlation Theorem is a fundamental concept in signal processing and systems theory, used to determine the similarity between two signals, identify the time delay between them, or recognise a signal within a noisy background.
• In practical terms, the Cross Correlation Theorem can be used in Spread Spectrum Communications, where the transmitted signal is spread over a wide frequency band. Here, the Cross Correlation Theorem can help in decoding the received signal.
• The Wiener Khinchin Theorem, which presents the relationship between the autocorrelation function and the power spectral density of a signal, shares a close connection with the Cross Correlation Theorem. The latter can be considered a more general form of autocorrelation as the two theorems differ only by the signals being processed.
• The Convolution Theorem and the Cross Correlation Theorem, though similar in mathematical structure, differ in approach; while Cross Correlation determines the similarity between two signals, Convolution determines the output of a system based on its inputs and impulse responses.
• The Cross Correlation Theorem states that the Fourier Transform of the cross correlation of two signals is equal to the product of the Fourier Transform of the first signal and the complex conjugate of Fourier Transform of the second signal. Thus, it translates the cross correlation operation in the time domain to a basic multiplication operation in the frequency domain.

#### Flashcards in Cross Correlation Theorem 15

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What is the Cross Correlation Theorem?
The Cross Correlation Theorem states that the cross-correlation of two signals in the time domain equals the inverse Fourier Transform of the product of their amplitudes in the frequency domain and the complex conjugate of their phase in the frequency domain.
What is an example of the Cross Correlation Theorem? Please write in UK English.
An example of the Cross Correlation Theorem is its use in signal processing, where it aids in finding the similarity between two signals. For instance, it's used in radar systems to detect a target in a noisy environment by correlating the received signal with the original.
What is the Cross-Correlation Theorem used for?
The Cross Correlation Theorem is primarily used for identifying the degree and lagging or leading relationship between two signals in the time domain. This is crucial for applications in signal processing, communication systems, geophysics, and image analysis, among others.
What is the cross-correlation between two vectors?
The cross correlation between two vectors is a measure of similarity that calculates the degree to which two sequences align with each other as a function of a time-lag applied to one of them. It provides essential information about the relationship and time delay between signals.
What is the difference between correlation and cross-correlation? Write in UK English.
Correlation measures the similarity between two signals of the same variable, while cross-correlation measures the similarity between two signals of different variables. In essence, correlation is an auto-correlation while cross-correlation is an inter-correlation.

## Test your knowledge with multiple choice flashcards

What is Autocorrelation in the context of signal processing?

What is the Cross Correlation Theorem?

How is the Cross Correlation Theorem utilized in convolutional neural networks (CNNs) within machine learning?

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