## Autocorrelation

Purpose

Description

Example

Macro Synopsis

Modules

Related Functions

References

### Purpose

Autocorrelation

### Description

Autocorrelation computes the autocorrelation function

of a signal. The autocorrelation function gives information about the
self-similarity of a signal occurring at certain lags.
Internally, a frequency-domain algorithm based on a Fast Fourier
Transform is used for calculating the discrete autocorrelation.

**Warning:** *Note that y(0) is suppressed in order to avoid its large values dominating the result.*

### Example

The autocorrelation function of a white noise signal will yield
a large peak at
=0 and nearly 0 elsewhere indicating (nearly) no
self-similarity for .

### Macro Synopsis

`y = AutoCorr(x);`

signal x,y;

### Modules

Student, Professional

### Related Functions

Cross correlation, Partial autocorrelation.

### References

Oppenheim/Schafer [3], Conover
[11], Graybill [12], Hollander/Wolfe
[13]