Cross correlation, when two signals are uncorrelated?

1. What are uncorrelated signals?
2. What is cross-correlation of two signals?
3. Can two uncorrelated variables be dependent?
4. How do you find the cross-correlation of two signals?
5. When can cross-correlation be considered as auto correlation?

What are uncorrelated signals?

Two signals which have no covariance are called uncorrelated (the correlation is the covariance normalized to lie between -1 and 1). In general, for two uncorrelated signals, the power of the sum is the sum of the powers: Put in terms of amplitude, this becomes: This is the familiar Pythagorean relation.

What is cross-correlation of two signals?

Correlation of two signals is the convolution between one signal with the functional inverse version of the other signal. The resultant signal is called the cross-correlation of the two input signals. The amplitude of cross-correlation signal is a measure of how much the received signal resembles the target signal.

Can two uncorrelated variables be dependent?

I recently learned that two independent random variables X and Y must have a covariance of 0. That means that the correlation between them is also 0. However, apparently, the converse is not true. 2 random variables X and Y can have a correlation of 0, yet still be dependent.

How do you find the cross-correlation of two signals?

To detect a level of correlation between two signals we use cross-correlation. It is calculated simply by multiplying and summing two-time series together. In the following example, graphs A and B are cross-correlated but graph C is not correlated to either.

When can cross-correlation be considered as auto correlation?

Cross correlation happens when two different sequences are correlated. Autocorrelation is the correlation between two of the same sequences. In other words, you correlate a signal with itself.