A lower bound on the cross correlation between signals of prescribed energy

Abstract

The author describes how to derive the average cross-correlation as ⩾ [-1/(n-1)] (average signal energy), where the averaging is over the ensemble of signals. In the important special case in which all signals have the same energy E and all the cross-correlations are made equal to R, this result reduces to the constraint R ⩾ -[E/(n-1)].