TAILIEUCHUNG - Fourier and Spectral Applications part 3

Elliott, ., and Rao, . 1982, Fast Transforms: Algorithms, Analyses, Applications (New York: Academic Press). Brigham, . 1974, The Fast Fourier Transform (Englewood Cliffs, NJ: Prentice-Hall), Chapter 13. | 132 Correlation andAutocorrelation Using the FFT 545 Elliott . and Rao . 1982 Fast Transforms Algorithms Analyses Applications New York Academic Press . Brigham . 1974 The Fast Fourier Transform Englewood Cliffs NJ Prentice-Hall Chapter 13. Correlation andAutocorrelation Using the FFT Correlation is the close mathematical cousin of convolution. It is in some ways simpler however because the two functions that go into a correlation are not as conceptually distinct as were the data and response functions that entered into convolution. Rather in correlation the functions are represented by different but generally similar data sets. We investigate their correlation by comparing them both directly superposed and with one of them shifted left or right. We have already defined in equation the correlation between two continuous functions g t and h t which is denoted Corr g h and is a function of lag t. We will occasionally show this time dependence explicitly with the rather awkward notation Corri g. h t . The correlation will be large at some value of t if the first function g is a close copy of the second h but lags it in time by t . if the first function is shifted to the right of the second. Likewise the correlation will be large for some negative value of t if the first function leads the second . is shifted to the left of the second. The relation that holds when the two functions are interchanged is Corr g h t Corr h g -t The discrete correlation of two sampled functions gk and hk each periodic with period N is defined by N-1 Corr g h j X gj khk k 0 The discrete correlation theorem says that this discrete correlation of two real functions g and h is one member of the discrete Fourier transform pair Corr g h j C21G where Gk and Hk are the discrete Fourier transforms of gj and hj and the asterisk denotes complex conjugation. This theorem makes the same presumptions about the functions as those encountered for the .

TAILIEUCHUNG - Chia sẻ tài liệu không giới hạn
Địa chỉ : 444 Hoang Hoa Tham, Hanoi, Viet Nam
Website : tailieuchung.com
Email : tailieuchung20@gmail.com
Tailieuchung.com là thư viện tài liệu trực tuyến, nơi chia sẽ trao đổi hàng triệu tài liệu như luận văn đồ án, sách, giáo trình, đề thi.
Chúng tôi không chịu trách nhiệm liên quan đến các vấn đề bản quyền nội dung tài liệu được thành viên tự nguyện đăng tải lên, nếu phát hiện thấy tài liệu xấu hoặc tài liệu có bản quyền xin hãy email cho chúng tôi.
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.