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Calculate cross correlation manually

  1. Nov 29, 2011 #1
    I want to know how one might calculate the cross correlation of two signals by hand. I know that there are a myriad of software applications that will do this for me but I want to understand how it is done by hand. I'm using the expression:
    ccxy[k] = ∑ x[n]. y[n+k]
    I'm just not too sure what the k is this expression represents.

    Thanks in advance!
     
  2. jcsd
  3. Nov 29, 2011 #2
    You are comparing the samples of two signals, where one signal is delayed by an offset in its sample. Basically the k represents a time delay, but in discrete signals, this is a later sample. So say you have 2 signals x and y, each 10 samples long, but say x arrives 2 samples later than y, so to compare them as they arrived, you would offset your y samples by 2 samples, and so the k would be 2 and n would be your current sample number.
     
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