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Periodic Autocorrelation


The periodic autocorrelation of a finite sequence {a_j}_(j=0)^(N-1) of complex numbers is the N-periodic sequence

 rho_k=sum_(j=0)^(N-1)a_ja^__(j-k),
(1)

where a^_ denotes the complex conjugate and the final subscript is reduced modulo N (Zwillinger 1995, p. 223; Tang et al. 2018; Seberry and Yamada 2020, p. 33). Some conventions replace k by -k. Unlike aperiodic autocorrelation, periodic autocorrelation wraps indices around the ends of the original sequence. It satisfies

rho_(k+N)=rho_k
(2)
rho_(-k)=rho^__k
(3)
rho_0=sum_(j=0)^(N-1)|a_j|^2.
(4)

If

 A_m=sum_(j=0)^(N-1)a_je^(-2piijm/N),
(5)

is the discrete Fourier transform of the original sequence, then

 rho_k=1/Nsum_(m=0)^(N-1)|A_m|^2e^(2piikm/N).
(6)

Thus the periodic autocorrelation is the inverse discrete Fourier transform of the absolute square of the transform (Tang et al. 2018).

Similarly, the periodic autocorrelation of a periodic array a_(mn) with 0<=m<=M-1 and 0<=n<=N-1 is the M×N array

 rho_(rs)=sum_(m=0)^(M-1)sum_(n=0)^(N-1)a_(mn)a^__(m-r,n-s),
(7)

where the final subscripts are reduced modulo M and N, respectively.


See also

Aperiodic Autocorrelation, Autocorrelation, Cross-Correlation, Discrete Fourier Transform, Periodic Sequence, Wiener-Khinchin Theorem

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References

Seberry, J. and Yamada, M. Hadamard Matrices: Constructions using Number Theory and Algebra. Hoboken, NJ: Wiley, pp. 33-34, 2020.Tang, L.; Zhu, Y.; and Fu, Q. "Fast Algorithm for Designing Periodic/Aperiodic Sequences with Good Correlation and Stopband Properties." EURASIP J. Adv. Signal Process. 2018, 57, 2018. https://doi.org/10.1186/s13634-018-0579-z.Zwillinger, D. (Ed.). CRC Standard Mathematical Tables and Formulae. Boca Raton, FL: CRC Press, p. 223, 1995.

Cite this as:

Weisstein, Eric W. "Periodic Autocorrelation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PeriodicAutocorrelation.html

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