Center of Advance Studies in Engineering,

Islamabad

EXPERIMENT#03: ANALYZING AUTOCORRELATION & ITS

APPLICATIONS USING MATLAB

Name of Student: …………………………………………………….

Roll No.: ……………………………………………………………….

Date of Experiment: ………………………………………………….

Report submitted on: ………………………………………………..

Marks obtained: ……………………………………

Remarks: ……………………………………………

Instructor’s Signature: ……………………………...

1. Objective
 After completing this lab, students will have learned how to:

1) Estimate auto/cross correlation of real & random signals

2) Apply the correlation to real life application

2. Introduction
Both in signal and systems analysis, the concept of autocorrelation and cross correlation
plays an important role
2.1 Autocorrelation
The autocorrelation function of a random signal describes the general dependence of the values
of the samples at one time on the values of the samples at another time. Consider a random
process x(t) (i.e. continuous-time), its autocorrelation function is written as:

where T is the period of observation.

is always real-valued and an even function with a maximum value at = 0.

For sampled signal (i.e. sampled signal), the autocorrelation is defined as either biased or
unbiased defined as follows:

2.2 Cross Correlation

The cross correlation function however measures the dependence of the values of one signal on
another signal. For two WSS (Wide Sense Stationary) processes x(t) and y(t) it is described by:

Digital Communication Lab (EE TC4406) 2

where T is the observation time.

For sampled signals, it is defined as:

Where N is the record length (i.e. number of samples).

3. MATLAB Simulation
Matlab provides a function called xcorr.m which may be used to implement both auto
and cross correlation function. Its use is indicated in the following examples:
3.1 Autocorrelation of a sinewave
Plot the autocorrelation sequence of a sinewave with frequency 1 Hz, sampling
frequency of 200 Hz.
The Matlab program is listed below:
N=1024; % Number of samples

f1=1; % Frequency of the sinewave

FS=200; % Sampling Frequency

n=0:N-1; % Sample index numbers

x=sin(2*pi*f1*n/FS); % Generate the signal, x(n)

t=[1:N]*(1/FS); % Prepare a time axis

subplot(2,1,1); % Prepare the figure

plot(t,x); % Plot x(n)

title('Sinwave of frequency 1000Hz [FS=8000Hz]');

xlabel('Time, [s]');

ylabel('Amplitude');

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grid;

Rxx=xcorr(x); % Estimate its autocorrelation

subplot(2,1,2); % Prepare the figure

plot(Rxx); % Plot the autocorrelation

grid;

title('Autocorrelation function of the sinewave');

xlable('lags');

ylabel('Autocorrelation');

The output of this program is shown next.

Notice that when using the function xcorr, to estimate the autocorrelation sequence, it
has double the number of samples as the signal x(n). An important point to remember
when using the function xcorr is that the origin is in the middle of the figure (here it is
at lag=1024).

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3.2 Crosscorrelation of random signal
Plot the crosscorrelation of the following signal:

where w(n) is a zeros mean, unit variance of Gaussian random process.

N=1024; % Number of samples to generate

f=1; % Frequency of the sinewave

FS=200; % Sampling frequency

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n=0:N-1; % Sampling index

x=sin(2*pi*f1*n/FS); % Generate x(n)

y=x+10*randn(1,N); % Generate y(n)

subplot(3,1,1);

plot(x);

title('Pure Sinewave');

grid;

subplot(3,1,2);
plot(y);

title('y(n), Pure Sinewave + Noise');

grid;

Rxy=xcorr(x,y); % Estimate the cross correlation

subplot(3,1,3);

plot(Rxy)
;
title('Cross correlation Rxy');

grid;

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The output is:

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 4. Lab Work

Task # 01 Autocorrealation of sinewave Points 10

In this task you are required to generate a message signal which is actually a Sinusoidal signal of

Fundamental Frequency defined by the user, sampled at 10 x (Fundamental Freq) Samples per

Sec.

1) Plot signal

2) Write a program that computes the autocorrelation the given signal.

3) Compare the results of part # 02 with example # 01

Task # 02 Crosscorrealation random signal Points 20

In this task you are required to generate a signal given below:

1) Plot original sampled signal & noisy signal

2) Write a code that computes the cross correlation between the transmitted and received signal.

3) Compare the results of part # 02 with example # 02

Task # 03 Time delay and attenuation Points

70

In this task you are required to:

1. Generate a single pulse for the transmitted signal as shown in figure 1:

2. Delay the signal by say 30 samples and reduce its amplitude by an attenuation factor of
say α = 0.7 , call this xd(n) as shown in figure 2:

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Figure 1

Figure 2
3. Generate N=256 samples of Gaussian random signal and call this w(n).
4. Generate the simulated received signal by adding the transmitted signal x(n) and the
noise signal w(n), i.e.

Where sigman is the noise amplitude (initially set this to 1)

5. Plot the signals x(n), xd(n), and r(n). Appropriately label and grid the each plot.
6. Estimate the cross-correlation sequence.
7. From the plot estimate the delay. Does it agree with the theoretical delay value?
8. Comment on your findings?

Task # 04 Time delay and attenuation Points

70

In this task you are required to Generate N=256 samples of a sinusoidal signal of amplitude 1
volts, frequency, f1=1Hz. Use a sampling frequency, Fs =200Hz, and call this signal the
transmitted signal.

Now Generate a received signal r(t) as follows:

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r(t) is also a sinusoidal of the same frequency whose amplitude has been attenuated by
0.5 and delayed by 2.5 Seconds. Add white noise with zero mean and a variance of 0.01.

Estimate and plot:

1. The spectrum of the transmitted signal and the received signal.

2. The autocorrelation of x(t) and r(t).

3. The cross correlation between x(t) and r(t).

4. From this plot estimate the delay time (Time where it peaks) and compare to the
theoretical value of 2.5s.

5. Estimate the attenuation factor using:

6. Compare this value to the theoretical value of 0.5.

7. Repeat the experiment for the noise variance of 0, 0.1,0.4, and 0.8.
8. Estimate the error in each case.

Digital Communication Lab (EE TC4406) 10

 Center for Advance Studies in Engineering, Islamabad
Digital Communication
Lab # 03
Name: _____________________________ Roll No.: ____________________

Lab #03 Marks distribution:

ER1=30 ER7=20 ER8=30 ER9=20

Part-I 05 points 05 points
Part-II 05 points 05 points
Part-III 10 points 10 points 10 points 10 points
Part-IV 10 points 10 points 10 points 10 points

Lab #03 Marks distribution:

ER1=30 ER7=20 ER8=20 ER9=30

Lab Task

Lab #03 Rubric Evaluation Guideline:

# Qualities & 0 < Poor <= 12< Satisfactory 21 < Good <= 27 < Excellent
Criteria 12 <= 21 27 <= 30
ER1 Task No Tasks were Some tasks were Few tasks were All tasks
Completion completed/ completed. Could left to be completed in
minimal effort not justify the completed. due time. All
shown reasons for Provided goals achieved.
uncompleted tasks acceptable
and goals. justification for
the uncompleted
tasks and goals.
z# Qualities & 0 < Poor <= 8 8 < Satisfactory 14 < Good <= 18 < Excellent
Criteria <= 14 18 <= 20
ER7 Code No indentation Computationally Working code Good structure,
indentation, of code, no complex routine and good optimized code
optimization optimization with improper indentation or and good
and and no indentation and structure, but variable names
descriptive descriptive variable names not optimized and comments
variable variable names/ resulting in
name minimal effort unnecessary
shown computations
# Qualities & 0 < Poor <= 8 8 < Satisfactory 14 < Good <= 18 < Excellent
Criteria <= 14 18 <= 20
ER8 Comparison No comparison Irrelevant Fair comparisons Comprehensive
and or evaluation comparisons or with some good comparisons
Evaluation concluded/ comparisons evaluations conducted with
minimal effort without evaluations logical
shown evaluations
# Qualities & 0 < Poor <= 12 < 21< Good 27< Excellent
Criteria 12 Satisfactory <= <=27 <= 30
21
ER9 Results and Unable to Inaccurate plots Correct plots Good

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 Plots produce any and results without any presentation of
plots or necessary the correct plots
results /minimal identifying with proper
efforts shown features such as labels, captions
labels, captions & visibility
& visibility

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