相关性和卷积

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 corrmtx Data matrix for autocorrelation matrix estimation xcorr 互相关 xcorr2 2-D cross-correlation xcov 互协方差
 cconv Modulo-n circular convolution conv 卷积和多项式乘法 conv2 二维卷积 convmtx Convolution matrix cov 协方差 deconv 去卷积和多项式除法
 alignsignals Align two signals by delaying earliest signal dtw Distance between signals using dynamic time warping edr Edit distance on real signals finddelay Estimate delay(s) between signals findsignal Find 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.

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.

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.

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