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Correlation-Auto,Cross MATLAB source code

This section of MATLAB source code covers correlation matlab code. correlation types auto and cross correlation basics including matlab function is covered.

Correlation determines how much two signals or vectors are similar or different in phase and magnitude. There are two types auto correlation and cross correlation. correlation is maximum when two signals are similar. correlation is equivalent to multiplying the complex conjugate of frequency spectrum of one signal by the frequency spectrum of the other.

In auto correlation same signal is correlated to itself or with shifted version of it. In cross correlation two different time series signals are correlated.The example below is for cross correlation. If one set both in1 and in2 as same vectors ( or append zeros initially in one) then it becomes auto correlation.

correlation output z[n] = ∑X[k] * Y[n+k]

Setting up input parameters

in1=[0 1 2 3 4 5 6 7 8 9];
in2=[9 11 12 13 4 5 16 17 18 19];

Cross correlation MATLAB Code

if length(in1)>length(in2)
pad = length(in1)-length(in2);
in2 = [in2 zeros(1,pad)];
elseif length(in1)<length(in2)
pad = length(in2)-length(in1);
in1 = [in1 zeros(1,pad)];

out_len = length(in1);
out = zeros(1,out_len);

tmp = in2;
for k = 1:out_len
out(k) = in1*tmp';
tmp = [0 tmp(1:end-1)];

figure;plot(out);title('Our code CORRELATION OUTPUT'); % output plot as per RF Wireless world design of corr function
[m,n]=max(out) % max value in the correlation and its index

MATLAB Built in function-xcorr

y=xcorr(in1,in2); % matlab built in function
z=y(index:1:end); %extacting one side of the result
figure;plot(z);title('MATLAB xcorr function OUTPUT'); % output plot as per matlab function
[m1,n1]=max(z) % max value in the correlation and its index


Correlation matlab output
xcorr matlab function output

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Refer following as well as links mentioned on left side panel for useful MATLAB codes.
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