Main Content

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.


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corrcoefCorrelation coefficients
corrmtxData matrix for autocorrelation matrix estimation
xcorr22-D cross-correlation
xcov Cross-covariance
cconvModulo-n circular convolution
convConvolution and polynomial multiplication
conv22-D convolution
convmtxConvolution matrix
deconvLeast-squares deconvolution and polynomial division
alignsignalsAlign two signals by delaying earliest signal
dtwDistance between signals using dynamic time warping
edrEdit distance on real signals
finddelayEstimate delay(s) between signals
findsignalFind signal location using similarity search


Common Applications

Autocorrelation and Cross-Correlation