Correlation (DSP Blockset)

Compute the correlation of two vectors.

Library

Vector Functions, in Math Functions

Description

The Correlation block computes the cross-correlation of the two input vectors independently at each time step. For a length-M input vector u (indexed from 1 to M) and a length-N input vector v (indexed from 1 to N), the block output is a vector of length M+N-1 with elements

where * denotes conjugation, and u and v are zero when indexed outside of their valid ranges.

When both inputs are real, the output is real as well. When one or both inputs are complex, the output is complex.

A matrix input, u, is treated as a vector, u(:).

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