A New Algorithm for Computing Correlations

In this correspondence we present a new algorithm for computing the correlation [mi][/mi]. For applications where the "cost" of a multiplication is greater than that of an addition, the new algorithm is always more computationally efficient than direct evaluation of the correlation, and it is generally more efficient than FFT methods for processing 128 or fewer data points, or for calculating only the first L values of Rk, for L < 10 log2 2N.