Quite fast Matlab mex Bartlett autocorrelation function estimator written in C++.
This was a fun project to do. The goal was to make the fastest autocorrelation estimator possible. So I made something really fast. It uses vectorization and multithreading for maximum performance. Unfortunately, I realized that doing autocorrelation function estimation by Fourier transforming the signal, multiplying the transform with its conjugate and then reverse transforming back is much faster. I like the code I wrote, though.
where x is the discrete input signal and N its number of elements.
- Emil Berg - ember91
This project is licensed under the MIT License - see the LICENSE.txt file for details.