Correlation and Convolution
Cross-correlation, autocorrelation, cross-covariance,
autocovariance, linear and circular convolution
Signal Processing Toolbox™ provides a family of correlation
and convolution functions that let you detect signal similarities.
Determine periodicity, find a signal of interest hidden in a long
data record, and measure delays between signals to synchronize them.
Compute the response of a linear time-invariant (LTI) system to an
input signal, perform polynomial multiplication, and carry out circular
||Data matrix for autocorrelation matrix estimation|
||Modulo-N circular convolution|
||Convolution and polynomial multiplication|
Examples and How To
Autocorrelation and Cross-Correlation