How can I compute the cross-correlation of two signals after using Inverse Fourier Transform
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Dear all,
In Hankel matrix computaion, how can i compute the cross-correlation function from the inverse fourier transfrom of a cross-power spectra of two signals?
My interest is to get the cross-correlation of two signals that have equal dimension, where the cross-power spectra between the two signals is computed. I want to get the cross-correlation by using the inverse Fourier transform to transform it back to time-domain. The step I used to get the Inverse Fourier Transform is written below.
% Signals of interest with equal dimension
x=Signal1;
y=Signal2;
% Cross Power Spectral Density
[CxPSD, Cxfreq] = cpsd(x,y,[],[],[],fs);
% Inverse Fourier Transform
[inv_FFT] = ifft(CxPSD);
After computing the inverse fourier transform, I get one vector. Is that mean the inverse Fourier transform will be equivalent to cross-correlation between the two signals in time domain? or I am missing something?
Thanks in advance for your answer.
Regards,
Abdurehman
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