Matlab Cross correlation vs Correlation Coefficient question

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清歌不尽
清歌不尽 2021-01-16 03:10

I\'m writing a program in C++ but using data from matlab involving Cross Correlation. I understand that when I do a correlation on 2 sets of data it gives me a single correl

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  •  渐次进展
    2021-01-16 03:40

    To be clear about several concepts.

    1. Cross-correlation vs. cross-covariance. The main difference is that cross-covariance normalize the data by subtracting the mean.

    2. cross-covariance vs. normalized cross-covariance. The later one is divided by the standard deviation of the the input.

    3. normalized cross-covariance and correlation coefficient. The later one is the special case of the former one at delay=0.

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