Autocorrelation Calculator
Calculate autocorrelation to analyze periodicity and self-similarity in signals.
Input Signal
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