Cross-correlation

The normalized cross-correlation of two signals

The normalized cross-correlation of two signals
  1. What is a normalized cross-correlation?
  2. What is cross-correlation of two signals?
  3. How do you find the cross-correlation of two signals?
  4. Why normalized correlation?

What is a normalized cross-correlation?

Description. Normalized Cross-Correlation (NCC) is by definition the inverse Fourier transform of the convolution of the Fourier transform of two (in this case) images, normalized using the local sums and sigmas (see below).

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.

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.

Why normalized correlation?

The normalization is important both because the interpretation of the autocorrelation as a correlation provides a scale-free measure of the strength of statistical dependence, and because the normalization has an effect on the statistical properties of the estimated autocorrelations.

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