Correlation
Correlation is a measure of similarity between two signals. The general formula for correlation is
There are two types of correlation:
- Auto correlation
- Cros correlation
Auto Correlation Function
It is defined as correlation of a signal with itself. Auto correlation function is a measure of similarity between a signal & its time delayed version. It is represented with R().
Consider a signals x(t). The auto correlation function of x(t) with its time delayed version is given by
Where = searching or scanning or delay parameter.