Howtosignalprocessing
- How do you cross-correlation in Matlab?
- What does cross-correlation tell you?
- How to calculate cross-correlation?
- How does Corr work in Matlab?
How do you cross-correlation in Matlab?
r = xcorr( x , y ) returns the cross-correlation of two discrete-time sequences. Cross-correlation measures the similarity between a vector x and shifted (lagged) copies of a vector y as a function of the lag.
What does cross-correlation tell you?
Cross-correlation is a measurement that tracks the movements of two or more sets of time series data relative to one another. It is used to compare multiple time series and objectively determine how well they match up with each other and, in particular, at what point the best match occurs.
How to calculate cross-correlation?
Cross-Correlation
It is calculated simply by multiplying and summing two-time series together. In the following example, graphs A and B are cross-correlated but graph C is not correlated to either.
How does Corr work in Matlab?
rho = corr( X ) returns a matrix of the pairwise linear correlation coefficient between each pair of columns in the input matrix X . rho = corr( X , Y ) returns a matrix of the pairwise correlation coefficient between each pair of columns in the input matrices X and Y .
