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Correlation Theorem



Theorem: For all $ x,y\in{\bf C}^N$,

$\displaystyle \zbox {x\star y \leftrightarrow \overline{X}\cdot Y}
$

where the correlation operation `$ \star$' was defined in §7.2.4.
Proof:

\begin{eqnarray*}
(x\star y)_n
&\isdef & \sum_{m=0}^{N-1}\overline{x(m)}y(n+m)...
...{x})\ast y\right)_n \\
&\leftrightarrow & \overline{X} \cdot Y
\end{eqnarray*}

The last step follows from the convolution theorem and the result $ \hbox{\sc Flip}(\overline{x}) \leftrightarrow \overline{X}$ from §7.4.2.


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``Mathematics of the Discrete Fourier Transform (DFT)'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.

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Copyright © 2003-10-09 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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