Howtosignalprocessing
How do you compare two discrete signals?
Similarity in energy (or power if different lengths): Square the two signals and sum each (and divide by signal length for power). (Since the signals were detrended, this should be signal variance.) Then subtract and take absolute value for a measure of signal variance similarity.
How do you know if two signals are correlated?
In words, we compute a correlation by multiplying two signals together and then summing the product. The result is a single number that indicates the similarity between the signals x[n] and y[n]. What values can C(x, y) take on, and what does this tell us about the signals x[n] and y[n]?
