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15.2.6 Cross-correlation of two signals: cross_correlation

The cross correlation of two complex vectors v=[v1,…,vn] and w=[w1,…,wm] is the complex vector z=vw of length n+m−1 given by

zk=
N−1
i=k
vik
wi,  k=0,1,…,N−1, 

where

v=[v0,v1,…,vn−1,
 
 
0,0,…,0


m−1
] and  w=[
 
 
0,0,…,0


n−1
,w0,w1,…,wm−1].

Cross-correlation is typically used for measuring similarity between signals.

The cross_correlation command computes the cross correlation of two vectors.

Examples


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