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Cross correlation

Purpose
Description
Macro Synopsis
Modules
Related Functions
References


Purpose

Cross correlation

Description

"Cross correlation" creates a new signal by performing the cross correlation of two signals x and y defined by

Internally, a frequency-domain algorithm based on the Fast Fourier transform is used for calculating the discrete cross correlation.

Warning: Note that if the input signals have different x-axis scales (sampling periods), the signal with the largest scale will be adapted automatically by interpolating between successive sample points. The type of interpolation can be set in the Basic Options menu.


Macro Synopsis

rxy = CrossCorr([x,y]);
signal rxy,x,y;

Modules

Student, Professional

Related Functions

Autocorrelation, Convolution.

References

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