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[FEATURE REQUEST] <Implementation of cross-correlation algorithm> #4982

@AthinaSw

Description

@AthinaSw

What would you like to Propose?

I noticed that there is no implementation of the cross-correlation algorithm of two desqrete signals. I would like contribute by implementing the algorithm!

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Descreption
The cross-correlation algorithm will be given two desqrete signals and compute their cross-correlation. Cross-correlation measures the degree to which two signals are similar to each other.

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Test case
Here is an example:
Given the descrete signals x[n]=[1,2,1,1] and y[n]=[1,1,2,1] ,
the algorithm will calculate their cross-correlation and will return the signal z[n]=[1,4,6,6,5,2,1].

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