Instruction manual

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5 Analysis 58
Auto
Correlation
Correlation is the mutual relationship between two or more random variables (Ali). AutoCorre-
lation is the correlation of a signal with itself (Parr 1999). AutoCorrelation is a mathematical tool
used frequently in signal processing for analyzing functions or series of values, such as time
domain signals. Informally, it is a measure of how well a signal matches a time-shifted version of
itself, as a function of the amount of time shift. More precisely, it is the cross-correlation of a
signal with itself. AutoCorrelation is useful for finding repeating patterns in a signal, such as
determining the presence of a periodic signal which has been buried under noise, or identifying
the missing fundamental frequency in a signal implied by its harmonic frequencies.(Wikipedia
2007).