Howtosignalprocessing
What is autocorrelation in signal processing?
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them.
What is the autocorrelation for lag 0?
When τ = 0 (lag 0), autocorrelation value is always maximum, which corresponds to the total energy of the input function. If function x(t) is periodic, then its autocorrelation function Rxx(τ) is also periodic, and we can determine the periodic components of the input by examining its autocorrelation.
