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Correlation: A Brief Introduction

An important concept in many applications is the correlation function between two signals. The correlation function is more of a measure of similarity between functions. In spite of the importance of the correlation function, it is not covered in most books on signals and systems and signal processing. The few books that cover it do not provide examples students can follow. This paper provides a simple introduction to the correlation function in continuous-time and discrete-time. It provides graphical examples and MATLAB examples.