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.


cconv Modulo-N circular convolution
conv Convolution and polynomial multiplication
conv2 2-D convolution
convmtx Convolution matrix
corrcoef Correlation coefficients
corrmtx Data matrix for autocorrelation matrix estimation
cov Covariance
deconv Deconvolution and polynomial division
xcorr Cross-correlation
xcorr2 2-D cross-correlation
xcov Cross-covariance
alignsignals Align two signals by delaying earliest signal
dtw Distance between signals using dynamic time warping
finddelay Estimate delay(s) between signals
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