Nice article to understand the operation of the Cross Correlation graphically, to perceive the intrinsic similarity with the Fourier Series, and see proof that the square wave has, hidden inside, sine waves!
One of the most important factors for understanding the phenomena found in day-to-day engineering is the deep knowledge of the tools and their natural functioning.
I mean, by natural, the intrinsic characteristics – the connection the tool has with nature, which appears only when we interconnect knowledge with other areas, in a multidisciplinary way…
Source: Understanding the Fourier Series - a statistical point of view