Correlation between two signals
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The figure below shows the plot of two different signals which I am aiming to compare. The blue signal is the actual signal and the red signal is the prediction of the same signal. I have also attached signals a and b as mat files.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/376446/image.jpeg)
I have following questions:
- How do I compare both the signals? Is there anything like Pearson coefficient for these type of signals?
- I believe that applying Pearson coefficient for this signal is not right as the two signals are quite non-linear (I observed this by scatter-plotting both together).
Thank you in advance. Stay safe and healthy
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Alan Stevens
2020-10-10
I don't see why you shouldn't use a Pearson r correlation:
A = a - mean(a);
B = b - mean(b);
r = A*B'/ (norm(A)*norm(B));
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