Cross-correlation

Cross correlation matlab code

Cross correlation matlab code

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.

  1. How to calculate cross-correlation?

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.

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