The Cross Correlation of 2 sequences x1(n) and x2(n) is given by the equation below. One of the applications of correlation is for the detection of signals in the presence of noise. If x1 = x2 then the result is the autocorrelation.

The image below show a sequence of pulses in noise being correlated with an ideal pulse shape.

COPYRIGHT © 2008 Cuthbert Nyack.