"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.
rxy = CrossCorr([x,y]);
Oppenheim/Schafer , Conover
, Graybill , Hollander/Wolfe