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Correlation and Convolution

Cross-correlation, autocorrelation, cross-covariance, autocovariance, linear and circular convolution

Signal Processing Toolbox™ provides a family of correlation and convolution functions that let you detect signal similarities. Determine periodicity, find a signal of interest hidden in a long data record, and measure delays between signals to synchronize them. Compute the response of a linear time-invariant (LTI) system to an input signal, perform polynomial multiplication, and carry out circular convolution.

Functions

xcorr Cross-correlation
xcorr2 2-D cross-correlation
corrmtx Data matrix for autocorrelation matrix estimation
xcov Cross-covariance
cconv Modulo-N circular convolution
conv Convolution and polynomial multiplication
convmtx Convolution matrix
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