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相关性和卷积

互相关、自相关、互协方差、自协方差、线性卷积和循环卷积

Signal Processing Toolbox™ 提供了一系列相关性和卷积函数,用于检测信号相似性。确定周期性,找到隐藏在长数据记录中的感兴趣的信号,并测量信号之间的延迟以同步它们。计算线性定常 (LTI) 系统对输入信号的响应,执行多项式乘法,并执行循环卷积。

函数

corrcoef相关系数
corrmtxData matrix for autocorrelation matrix estimation
xcorr互相关
xcorr22-D cross-correlation
xcov互协方差
cconvModulo-n circular convolution
conv卷积和多项式乘法
conv2二维卷积
convmtxConvolution matrix
cov协方差
deconv去卷积和多项式除法
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

主题

常见应用

Find a Signal in a Measurement

Determine if a signal matches a segment of a noisy longer stream of data.

Align Two Simple Signals

Learn to align signals of different lengths using cross-correlation.

将信号与不同开始时间对齐

同步不同传感器在不同时刻采集的数据。

使用互相关性对齐信号

使用互相关性融合异步数据。

使用自相关求周期性

验证含噪信号中是否存在周期,并确定其持续时间。

Echo Cancelation

Use autocorrelation to filter out an echo from a speech recording

自相关和互相关

Cross-Correlation with Multichannel Input

Compute autocorrelations and cross-correlations of a multichannel signal.

样本自相关的置信区间

为白噪声过程的自相关序列创建置信区间。

Autocorrelation Function of Exponential Sequence

Compute the autocorrelation of an exponential sequence and compare it to the analytic result.

Cross-Correlation of Two Exponential Sequences

Compute the cross-correlation of two exponential sequences and compare it to the analytic result.

Autocorrelation of Moving Average Process

Use filtering to introduce autocorrelation into a white noise process.

Cross-Correlation of Two Moving Average Processes

Find and plot the cross-correlation sequence between two moving average processes.

Cross-Correlation of Delayed Signal in Noise

Use the cross-correlation sequence to detect the time delay in a noise-corrupted sequence.

Cross-Correlation of Phase-Lagged Sine Wave

Use the cross-correlation sequence to estimate the phase lag between two sine waves.

线性和循环卷积

建立线性卷积和循环卷积之间的等效关系。

特色示例