Previous Up Next

21.2.4  Auto-correlation of a signal

The auto correlation of a vector is its cross correlation with itself (see Section 21.2.3). The auto_correlation command computes the auto correlation of a vector.

Example

auto_correlation([2,3,4,3,1,4,5,1,3,1])
     

2.0,9.0,15.0,28.0,37.0,44.0,58.0,58.0,68.0,91.0,68.0,58.0,58.0,44.0,37.0,28.0,15.0,9.0,2.0
          

Previous Up Next