An important concept in many communications applications is the correlation between two signals. Let x(t) and y(t) be two signals; then the correlation function is defined as y(t) = _*_*_x(t+1)y(1)dt The function $x<(t) is usually referred to as the auto-correlation function of the signal x(t), while oxy(t) is often called a cross-correlation function. 1) What is the relationship between oxy(t) and 2) Suppose that y(t) = x(t +T). Express oxy(t) and (t)? (t) in terms of Ox(t).

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Question 3
An important concept in many communications applications is the correlation between two
signals. Let x(t) and y(t) be two signals; then the correlation function is defined as
Pxy(t) = x(t + 1)y(1)dr
The function $x<(t) is usually referred to as the auto-correlation function of the signal x(t), while
Oxy(t) is often called a cross-correlation function.
1) What is the relationship between oxy(t) and Ox(t)?
2) Suppose that y(t) = x(t +T). Express oxy(t) and (t) in terms of $x<(t).
Transcribed Image Text:Question 3 An important concept in many communications applications is the correlation between two signals. Let x(t) and y(t) be two signals; then the correlation function is defined as Pxy(t) = x(t + 1)y(1)dr The function $x<(t) is usually referred to as the auto-correlation function of the signal x(t), while Oxy(t) is often called a cross-correlation function. 1) What is the relationship between oxy(t) and Ox(t)? 2) Suppose that y(t) = x(t +T). Express oxy(t) and (t) in terms of $x<(t).
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