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FFT Based Cross Correlation Computations

While modern computers are incredibly fast, the direct correlation method is still slow on average computers. However, multiplication of fast Fourier transformed signals are a common and expedient way to solve these issues and are here proved relevant to identifying the correlation plane magnitudes $(C(r,s))$. To begin, the cross correlation of a function $f(t)$ and $g(t)$ is equivalent to the convolution of the complex conjugate of $f(-t)$ and $g(t)$. This is useful, as the Fourier transform of the complex conjugate (bar accent) of $f(-t)$ is the complex conjugate of the Fourier Transform of the complex conjugate of $f(t)$ as described by equation 2.

Applying this understanding, we identify the convolution (*) of $f(t)$ and $g(t)$ in equation 3.

To find our peak value of the cross correlation then, we transform back to state space with the inverse Fourier transform. Equation 4 then summarizes the result.

Reminding ourselves why we underwent this process (turning our direct cross correlation multiplications into an expression relying on multiplication of Fourier transforms), we recognize that if $A_1$ is our $f(t)$ and $A_2$ is our $g(t)$, Equation 4 will provide $C(r,s)$ with a potentially faster computing process. Equation 5 provides the substitution result.

Then to identify the r,s which maximize the correlation plane $C(r,s)$, we simply need to write equation 5 in terms of fast Fourier transforms (FFT). Equation 6 then provides a pseudo-code version of what is needed to calculate the cross correlation of the displacement of the particles in the first region $(A_1)$ to the second region $(A_2)$.

As expected, this method is much less computationally expensive than the direct correlation, and typical PIV algorithms employ the FFT to identify the cross correlation of the interrogation regions.

References:
[1] B. L. Smith and D. R. Neal, “Particle Image Velocimetry,” Part. Image Velocim., p. 27, 2016.

Author: Jack Elliott

Date Published: June, 2022