Autocorrelation Calculator

Calculate autocorrelation to analyze periodicity and self-similarity in signals.

Input Signal

Signal x[n] (comma-separated)

Use biased estimator (1/N)

Autocorrelation Formula

Rxx[l] = Σ (x[n]-μ)(x[n+l]-μ)

Biased: divided by N

Quick Examples

Autocorrelation at lag 0 (Variance)

1.061224

Signal Mean

2.2857

Std Deviation

1.0302

First Zero Crossing

lag 2

Period Estimate

3

Normalized Autocorrelation

lag 01.0000

lag 10.3736

lag 2-0.3104

lag 3-0.6484

lag 4-0.2363

lag 50.0989

lag 60.2225

Properties

• R[0] = signal variance
• R[l] = R[-l] (symmetric)
• |R[l]| ≤ R[0] for all l
• Peaks indicate periodicity