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Cross-Correlation



Definition: The cross-correlation of two signals $ x$ and $ y$ may be defined by

$\displaystyle r_{xy}(l) \isdef E\{\overline{x(n)}y(n+l)\}$ (C.24)

I.e., it is the expected valueC.1.6) of the lagged products in random signals $ x$ and $ y$ .


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``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2022-02-28 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
CCRMA