Autocorrelation

Calculation of autocorrelation - does calculation loop?

Calculation of autocorrelation - does calculation loop?
  1. How do you calculate autocorrelation function?
  2. How is autocorrelation calculated in DSP?

How do you calculate autocorrelation function?

The number of autocorrelations calculated is equal to the effective length of the time series divided by 2, where the effective length of a time series is the number of data points in the series without the pre-data gaps.

How is autocorrelation calculated in DSP?

The autocorrelation appears in applications such as communications (matched filtering), signal modeling (normal equations), and pattern recognition (template matching). x(l − k)x(l) = rx(−k) where in the second equality we made the substitution l = n + k.

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