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Difference between Correlogram and Periodogram

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Qibtisyifa Zahra
Qibtisyifa Zahra on 12 Mar 2019
Answered: Nikhil Kori on 7 Jul 2020
Does anyone know the difference between 2-sided Fourier Transform of the ACF (correlogram) and 1-sided Fourier Transform of the ACF (periodogram) ?

Answers (1)

Nikhil Kori
Nikhil Kori on 7 Jul 2020
Hi,
If you get into the computation of the Fourier Transform of the auto correlation funciton, you will find that you can do a 2-sided or a 1-sided Fourier Transform and they both give different results. The 2-sided Fourier Transform of the ACF is called a correlogram and the 1-sided Fourier Transform of the ACF is periodogram.
Usually, the correlogram is more accurate than the periodogram. A good book to learn the applications of this would be Spectral Analysis of Signals by Petre Stoica and Randolph Moses. Usually the EEG of nerve signals gives strong cross-correlations during neural activity and weak cross-correlations during lack of neural activity. This property is used in prosthetic devices to identify the activity the brain wishes to perform.

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