6.79 autocorrelation and crosscorrelation (3.12.96)

6.79.1 Sreejith Sukumaran
6.79.2 David Holmgren

6.79.1 Sreejith Sukumaran

Are there any routines in Maple V which allows one to autocorrelation and crosscorrelation , given two sets of data ? Given a set of data points , velocity versus time , and there is a periodicity - is there a simple procedure to know the period ?

6.79.2 David Holmgren

I think that you will have to start from the ground-up with Maple as far as auto- and cross-correlation of data are concerned. It would not be too difficult to use the built-in FFT and iFFT functions to implement the correlation theorem (ie., CCF = iFFT( FFT(f(t))*conj(FFT(g(t))) )).