Autocorrelation of a 3D-signal with FFT
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Hey,
This is probably more of a mathematical question than Matlab exclusive, but which isn't?
I want to compute the Autocorrelation of a signal, which is a vector varying over time.
The Autocorrelation is described as:
This Autocorrelation can be computed by the dotproduct(A,A) or A * 'A and doing a moving window. But I was wondering if there was a faster method and found the following:
For the 1D case one can calculate the Autocorrelation of A(t) via the FFT as noted on Wikipedia and multiple other sources (" * " is complex conjugation):
Now here is the question: Is it possible to expand this method for a "vector"-signal and how would you implement that?
Thanks for your help!
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