Autocorrelation & Cross-correlation

Cross-correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them.

Autocorrelation is the cross-correlation of a signal with itself. It is a time domain analysis useful for determining the periodicity or repeating patterns of a signal.

Here are two Matlab scripts which perform correlation analysis.  They do not require the Matlab Signal toolbox.

auto_correlation.m
cross_correlation.m
progressbar.m

Here is a paper:  autocorrelation.pdf

See also:  Python Autocorrelation & Cross-correlation

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Here is a set of Fortran programs:

AUTOCORRELATION.F

CROSS_CORRELATION.F

– Tom Irvine

One thought on “Autocorrelation & Cross-correlation

  1. Pingback: Autocorrelation & Cross-correlation | vibrationdatapython

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