Documentation

Correlation

Cross-correlation of two inputs

Library

Statistics

dspstat3

Description

The Correlation block computes the cross-correlation of two N-D input arrays. The block computes the correlation column-wise, so both inputs must have the same number of columns. If one input is a column vector and the other is an N-D array, the Correlation block computes the cross-correlation of the vector with each column of the N-D array.

Correlating Two N-D Arrays

When the input to the Correlation block is an Mu-by-N input matrix u and an Mv-by-N matrix v, the output, y, is a (Mu+Mv–1)-by-N matrix whose jth column has elements

yuv(i,j)=k=0max(Mu,Mv)1uk,jv(ki),j*        0i<Mvyuv(i,j)=yvu(i,j)*                               Mu<i<0

where * denotes the complex conjugate. Inputs u and v are zero when indexed outside of their valid ranges. When both inputs are real, the output is real; when one or both inputs are complex, the output is complex.

Correlating a Column Vector with an N-D Array

When one input is a column vector and the other is an N-D array, the Correlation block independently cross-correlates the input vector with each column of the N-D array. For example, when u is a Mu-by-1 column vector and v is an Mv-by-N matrix, the output is an (Mu+Mv–1)-by-N matrix whose jth column has elements

yuv(i,j)=k=0max(Mu,Mv)1ukv(ki),j*        0i<Mvyuv(i,j)=yvu(i,j)*                               Mu<i<0

Correlating Two Column Vectors

The Correlation block also accepts two column vector inputs. When u and v are column vectors with lengths Mu and Mv, the Correlation block performs the vector cross-correlation according to the following equation:

yuv(i)=k=0max(Mu,Mv)1ukv(ki)*           0i<Mvyuv(i)=yvu(i)*                                Mu<i<0

The output is a (Mu+Mv–1)-by-1 column vector.

Fixed-Point Data Types

The following diagram shows the data types used within the Correlation block for fixed-point signals (time domain only).

You can set the product output, accumulator, and output data types in the block dialog as discussed in the next section.

The output of the multiplier is in the product output data type when the input is real. When the input is complex, the result of the multiplication is in the accumulator data type. For details on the complex multiplication performed, see Multiplication Data Types.

    Note:   When one or both of the inputs are signed fixed-point signals, all internal block data types are signed fixed point. The internal block data types are unsigned fixed point only when both inputs are unsigned fixed-point signals.

Dialog Box

The Main pane of the Correlation block dialog appears as follows.

Computation domain

Set the domain in which the block computes correlations:

  • Time — The block computes in the time domain, which minimizes memory use.

  • Frequency — The block computes in the frequency domain, which might require fewer computations than computing in the time domain, depending on the input length.

  • Fastest — The block computes in the domain, which minimizes the number of computations.

The Data Types pane of the Correlation block dialog appears as follows.

    Note:   Fixed-point signals are only supported for the time domain. To use the parameters on this pane, make sure Time is selected for the Computation domain parameter on the Main pane.

Rounding mode

Select the rounding mode for fixed-point operations.

    Note:   The Rounding mode and Overflow mode settings have no effect on numerical results when all the following conditions exist:

    • Product output data type is Inherit: Inherit via internal rule

    • Accumulator data type is Inherit: Inherit via internal rule

    • Output data type is Inherit: Same as accumulator

    With these data type settings, the block is effectively operating in full precision mode.

Overflow mode

Select the overflow mode for fixed-point operations.

Product output data type

Specify the product output data type. See Fixed-Point Data Types and Multiplication Data Types for illustrations depicting the use of the product output data type in this block. You can set it to:

  • A rule that inherits a data type, for example, Inherit: Inherit via internal rule

  • An expression that evaluates to a valid data type, for example, fixdt([],16,0)

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the Product output data type parameter.

See Specify Data Types Using Data Type Assistant for more information.

Accumulator data type

Specify the accumulator data type. See Fixed-Point Data Types for illustrations depicting the use of the accumulator data type in this block. You can set this parameter to:

  • A rule that inherits a data type, for example, Inherit: Inherit via internal rule

  • An expression that evaluates to a valid data type, for example, fixdt([],16,0)

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the Accumulator data type parameter.

See Specify Data Types Using Data Type Assistant for more information.

Output data type

Specify the output data type. See Fixed-Point Data Types for illustrations depicting the use of the output data type in this block. You can set it to:

  • A rule that inherits a data type, for example, Inherit: Same as accumulator

  • An expression that evaluates to a valid data type, for example, fixdt([],16,0)

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the Output data type parameter.

See Specify Block Output Data Types for more information.

Minimum

Specify the minimum value that the block should output. The default value is [] (unspecified). Simulink® software uses this value to perform:

  • Simulation range checking (see Signal Ranges)

  • Automatic scaling of fixed-point data types

Maximum

Specify the maximum value that the block should output. The default value is [] (unspecified). Simulink software uses this value to perform:

  • Simulation range checking (see Signal Ranges)

  • Automatic scaling of fixed-point data types

Lock data type settings against changes by the fixed-point tools

Select this parameter to prevent the fixed-point tools from overriding the data types you specify on the block mask.

Supported Data Types

PortSupported Data Types

Input

  • Double-precision floating point

  • Single-precision floating point

  • Fixed point (signed and unsigned)

  • 8-, 16-, and 32-bit signed integers

  • 8-, 16-, and 32-bit unsigned integers

Output

  • Double-precision floating point

  • Single-precision floating point

  • Fixed point (signed and unsigned)

  • 8-, 16-, and 32-bit signed integers

  • 8-, 16-, and 32-bit unsigned integers

See Also

AutocorrelationDSP System Toolbox
ConvolutionDSP System Toolbox
xcorrSignal Processing Toolbox

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