Monday, February 2, 2009

autocorrelation & cross correlation

Autocorrelation is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used frequently in signal processing for analyzing functions or series of values, such as time domain signals. Informally, it is the similarity between observations as a function of the time separation between them. More precisely, it is the cross-correlation of a signal with itself.

In signal processing, cross-correlation is a measure of similarity of two waveforms as a function of a time-lag applied to one of them. This is also known as a sliding dot product or inner-product. It is commonly used to search a long duration signal for a shorter, known feature. It also has applications in pattern recognition, single particle analysis, electron tomographic averaging, and cryptanalysis.

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