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Circular Cross Correlation

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Circular Cross Correlation

by G. Levin

 

26 Apr 2004 (Updated 16 Aug 2004)

Circular Cross Correlation function estimate.

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Description

CXCORR Circular Cross Correlation function estimates.
CXCORR(a,b), where a and b represent samples taken over time interval T which is assumed to be a common period of two corresponding periodic signals.

a and b are supposed to be length M row vectors, either real or complex.
 
[x,c]=CXCORR(a,b) returns the length M-1 circular cross correlation sequence c with corresponding lags x.
   
The circular cross correlation is:
          c(k) = sum[a(n)*conj(b(n+k))]/[norm(a)*norm(b)];
where vector b is shifted CIRCULARLY by k samples.

The function doesn't check the format of input vectors a and b!

For circular covariance between a and b look for CXCOV(a,b) in
http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectType=author&objectId=1093734

Reference:
A. V. Oppenheim, R. W. Schafer and J. R. Buck, Discrete-Time Signal Processing, Upper Saddler River, NJ : Prentice Hall, 1999.

Author: G. Levin, April 2004.

Acknowledgements
This submission has inspired the following:
Fast Circular (Periodic) Cross Correlation, Circular Statistics Toolbox (Directional Statistics)
MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (7)
09 Jun 2004 Neil King

Excellent, this is exactly what i was looking for!!! Ive been trying to correlate optical field profiles and this is the best tool that ive found

17 Jan 2006 m g  
19 Apr 2006 §õ ©_À·

try it

23 Mar 2008 Steffen B.

Very useful for my term project, thanks.

10 Sep 2009 Paul Lin

How come the mean of a and b are not subtracted before divided by norm? I'm assuming the result is a normalized norm , please corect me if I'm wrong.

04 Oct 2011 julien

I'm surprised it is not working only for me.. I get that :

??? In an assignment A(I) = B, the number of elements in B and
 I must be the same.

Error in ==> cxcorr at 30
    c(k)=a*b';

.. what's is happening ?

04 Oct 2011 julien

my mistake ! ignore the preceding comment !
(row vectors..)

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Updates
10 Jun 2004

Misspell correction

16 Aug 2004

Misspell correction.
Add help.

16 Aug 2004

Misspell correction.
Add help.

Tag Activity for this File
Tag Applied By Date/Time
filter design G. Levin 22 Oct 2008 07:18:30
filter analysis G. Levin 22 Oct 2008 07:18:30
correlation G. Levin 22 Oct 2008 07:18:30
estimation G. Levin 22 Oct 2008 07:18:30
statistics G. Levin 22 Oct 2008 07:18:30

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