xcorrFD(x,y)

xcorrFD takes two discrete time signals as input and calculates cross-correlation and delay

xcorrFD takes two discrete time signals as input and calculates cross-correlation values and delay between two signals. The computation is performed in the frequency domain. The results of xcorrFD is validated against the MatLAB's xcorr function.
For cross-correlation in time domain see xcorrTD.

Syntax: [lags,ck,td] = xcorrFD(x,y)

Input:
x = input signal 1 (must be a Nx1 vector)
y = input signal 2 (must be a Nx1 vector)

Output:
lags = a vector of lags with a length of 2xN-1 (N = number of data points in signal x or y)
ck = cross-correlation values [(2N-1)x1 vector]
td = delay (i.e., number of lags) between two signals

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