Auto correlation

Auto correlation is a time-domain function that is a measure of how much a signal shape, or waveform, resembles a delayed version of itself. It is closely related to the Cepstrum. The value of auto correlation can vary between zero and one. A periodic signal, such as a sine wave has an auto correlation which is equal to one at zero time delay, zero at a time delay of one-half the period of the wave, and one at a time delay of one period; in other words, it is a sinusoidal wave form itself. Random noise has an auto correlation of one at zero delay, but is essentially zero at all other delays. Auto correlation is sometimes used to extract periodic signals from noise. Certain dual-channel FFT Analyzers are able to measure auto correlation.