Autocorrelation of a 3D-signal with FFT

5 views (last 30 days)
Simon Streit
Simon Streit on 7 Mar 2019
Edited: Simon Streit on 7 Mar 2019
Hey,
This is probably more of a mathematical question than Matlab exclusive, but which isn't?
I want to compute the Autocorrelation of a signal, which is a vector varying over time.
The Autocorrelation is described as:
This Autocorrelation can be computed by the dotproduct(A,A) or A * 'A and doing a moving window. But I was wondering if there was a faster method and found the following:
For the 1D case one can calculate the Autocorrelation of A(t) via the FFT as noted on Wikipedia and multiple other sources (" * " is complex conjugation):
Now here is the question: Is it possible to expand this method for a "vector"-signal and how would you implement that?
Thanks for your help!

Answers (0)

Categories

Find more on Fourier Analysis and Filtering in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!