The (cross-)correlation of uniformly sampled signals is trivial (e.g., Matlab function XCORR). In the case of non-uniformly sampled signals it becomes slightly more complicated. The function NXCORR allows to produce estimates of the (cross-)correlation of non-uniformly sampled signals on an uniform lag grid. Three methods are supported: 1) spline interpolation of the non-uniformly sampled signal prior to normal XCORR, 2) direct evaluation of cross-correlation with later binning onto uniform lag grid, 3) Non-uniform DFT based estimation.
Jan Wagner (2022). NXCORR: Cross-correlation for non-uniform sampling (https://www.mathworks.com/matlabcentral/fileexchange/55920-nxcorr-cross-correlation-for-non-uniform-sampling), MATLAB Central File Exchange. Retrieved .
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