Math:normalised_cross_correlation

This is an old revision of the document!

Assume you would like to calculate the normalised cross correlation of two sequences, x(n) and y(n), of length N. Then Normalised_CrossCorr = 1/N * sum{ [x(n) - mean(x)]* [y(n) - mean(y)] }/ (sqrt(var(x)*var(y)) where

the sum is taken from 1 till N.
mean(x) is the mean of x
var(x) is the variance of x.
sqrt is square root