Correlation
- Category
- DSP
- Definition
- A measure or function describing how two quantities vary together or how one object overlaps with a shifted version of another.
- Math Level
- GENERAL
Correlation
Correlation is a measure of relationship between quantities, signals or variables.
In analysis and signal processing, correlation functions compare an object with shifted or transformed versions of another object and are closely connected with Fourier and spectral methods.
See also: autocorrelation, Fourier analysis. .