Fast Circular (Periodic) Cross Correlation

A fast circular cross correlation algorithm for periodic signals, using the FFT.

Description

Uses fft to calculate the circular cross correlation of two periodic signal vectors.This is equivalent to xc(k)=sum(u1.*circshift(u2,k)), but much faster (on the order of 500 times faster for a 1024 point signal).

The package also includes two examples. One checks the calculation against the definition. The second compares the speed of the fast algorithm to one based on the definition for a range of input vector sizes.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Circular Cross Correlation, Fast Circular Cross Covariance

• MATLAB release: MATLAB 7.4 (R2007a)