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
* * *
Here is a set of Fortran programs:
– Tom Irvine
1 thought on “Autocorrelation & Cross-correlation”