pyFDN.max_corr

pyFDN.max_corr(signals)

Pairwise maximum normalized cross-correlation of a MIMO signal matrix.

The (N1, N2, time) input is unfolded column-major into K = N1 * N2 signals (signal k is entry (k % N1, k // N1)); entry (i, j) of the result is the cross-correlation value of largest magnitude between signals i and j over all lags, keeping its sign, normalized so that the autocorrelation at zero lag is 1.

Translates maxCorr.m (Jon Fagerström) from fdnToolbox.

Parameters:

signals (array) – MIMO signal matrix of shape (N1, N2, time), e.g. an adjugate polynomial matrix from pyFDN.adj_poly().

Returns:

max_corr_matrix – Symmetric (K, K) matrix of signed maximum correlations.

Return type:

ndarray