The autocorrelation vector of frequency data

1. What is autocorrelation of a signal?
2. How is autocorrelation calculated?
3. Why is autocorrelation is used in DSP?

What is autocorrelation of a signal?

Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable as a function of the time lag between them.

How is autocorrelation calculated?

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. The number of autocorrelations calculated ranges between a minimum of 2 and a maximum of 400.

Why is autocorrelation is used in DSP?

Autocorrelation is useful for finding repeating patterns in a signal, such as determining the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies.