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单词 Cross-Correlation
释义

Cross-Correlation

Let denote cross-correlation. Then the cross-correlation of two functions and of a realvariable is defined by

(1)

where denotes Convolution and is the Complex Conjugate of . TheConvolution is defined by
(2)

therefore
(3)

Let , so and
 
 (4)

The cross-correlation satisfies the identity
(5)

If or is Even, then
(6)

where denotes Convolution.

See also Autocorrelation, Convolution, Cross-Correlation Theorem
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