Autocorrelation and Cross-correlation

13460Published On Jan 05,2017 11:44 AMshare0

Originally written by Sneha H.L.

The Meaning of Correlation

In general, correlation describes the mutual relationship which exists between two or more things. The same definition holds good even in the case of signals. That is, correlation between signals indicates the measure up to which the given signal resembles another signal.

In other words, if we want to know how much similarity exists between the signals 1 and 2, then we need to find out the correlation of Signal 1 with respect to Signal 2 or vice versa.

Types of Correlation

Depending on whether the signals considered for correlation are same or different, we have two kinds of correlation: autocorrelation and cross-correlation.

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