Howtosignalprocessing
- What is the relation between cross-correlation and autocorrelation?
- Does orthogonality imply zero correlation?
- When two signals are orthogonal to each other then the correlation between the signal is?
- Is A correlation Matrix orthogonal?
What is the relation between cross-correlation and autocorrelation?
The cross-correlation is similar in nature to the convolution of two functions. In an autocorrelation, which is the cross-correlation of a signal with itself, there will always be a peak at a lag of zero, and its size will be the signal energy.
Does orthogonality imply zero correlation?
A pair of vectors that is orthogonal does not need to be uncorrelated or vice versa. Two vectors are considered to be orthogonal to each other if they are at right angles in n‐dimensional space, where n is the size or number of elements in each vector.
When two signals are orthogonal to each other then the correlation between the signal is?
Again, two orthogonal signals have zero correlation.
Is A correlation Matrix orthogonal?
If two variables are uncorrelated they are orthogonal and if two variables are orthogonal, they are uncorrelated. Correlation and orthogonality are simply different, though equivalent -- algebraic and geometric -- ways of expressing the notion of linear independence.
