Biomedical Engineering Reference
In-Depth Information
standard programs do this without your knowledge, but if you are writing
your own program, you must do so or a major error will result. Consider
x (t )
=
s 1 (t )
+
m 1 and y(t )
=
s 2 (t )
+
m 2 , where m 1 and m 2 are the means of
s 1 and s 2 , respectively.
T
R xy (τ ) =
(s 1 (t ) +
m 1 )(s 2 (t
+ τ) +
m 2 ) dt
0
T
T
=
s 1 (t )s 2 (t
+ τ)dt
+
m 1 s 2 (t
+ τ)dt
0
0
T
T
+
m 2 s 1 (t )dt
+
m 1 m 2 dt
0
0
Since the signals and m 1 and m 2 are uncorrelated, the 2 nd
and 3 rd
terms
will = 0.
T
T
R xy (τ )
=
s 1 (t )s 2 (t
+
τ)dt
+
m 1 m 2 dt
0
0
The 1 st
term is the desired cross-correlation, but a major bias will added
by the 2 nd
term, and the peak of R xy (τ ) may be grossly exaggerated.
2.1.6 Digital Implementation of Auto- and Cross-Correlation
Functions
Since data are now routinely collected and stored in a computer, the
implementation of the auto- and cross-correlation is the digital equivalent of
Equations (2.2) and (2.3), shown below in Equations (2.8) and (2.9)
N
1
N
[ (x (n) x )(x (n + τ) x ) ]
n
=
1
R xx (τ ) =
(2.8)
n = 1
N
1
N
(x (n)
x ) 2
N
(x (n)
y)
1
N
x )(y(n
+
τ)
n
=
1
R xy (τ )
=
(2.9)
N
1
N
(x (n)
x )(y(n)
y)
=
n
1
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