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Autocorrelation

The autocorrelation of a signal $ x \in \mathbb{C}^N $ is simply the cross-correlation of $ x$ with itself:

$\displaystyle (x \star x)(n) \;\mathrel{\stackrel{\mathrm{\Delta}}{=}}\;\sum_{m=0}^{N-1}\overline{x}(m)x(m+n), \quad
x \in \mathbb{C}^N
$

From the correlation theorem, we have

$\displaystyle \zbox{(x \star x) \leftrightarrow \vert X(\omega_k)\vert^2}
$


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``Review of the Discrete Fourier Transform (DFT)'', by Julius O. Smith III, (From Lecture Overheads, Music 421).
Copyright © 2020-06-27 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
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