Fast Cross-correlogram
Monday, May 26th, 2008Problem I want to compute cross-correlogram. Fast. Can it not be done quick and dirty in the spectral domain?
Solution Cross-correlation is straightforward to compute in spectral domain as ft(sig1)*conj(ft(sig2)). Computing the cross-correlogram requires successive windowed cross-correlation. MATLAB specgram does just that: can we leverage it?
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