Cross

Can FFT Substitute Correlation for This Case?

Can FFT Substitute Correlation for This Case?
  1. How do you find cross correlation with FFT?
  2. What is cross correlation in frequency domain?

How do you find cross correlation with FFT?

We can compute correlations using the FFT as follows: FFT the two data sets, multiply one resulting transform by the complex conjugate of the other, and inverse transform the product. The result (call it rk) will formally be a complex vector of length N.

What is cross correlation in frequency domain?

According to the cross-correlation theorem : the cross-correlation between two signals is equal to the product of fourier transform of one signal multiplied by complex conjugate of fourier transform of another signal.

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