Autocorrelation
- Category
- DSP
- Definition
- The correlation of an object with shifted copies of itself.
- Math Level
- TECHNICAL
Autocorrelation compares a function, signal or process with shifted versions of itself.
It reveals how strongly a pattern resembles itself at different offsets. Autocorrelation functions are classic examples of positive-definite objects and provide useful intuition for the correlation structures appearing in Riemann Console.
See also: correlation, positive-definite function, translation invariance, Fourier analysis..