Fast algorithms for estimating the correlation functions of large signals

A fast algorithm is proposed for estimating the auto- and cross-correlation functions of a large signal. The algorithm is based on the sectioning method by the fast Fourier transform. We determine the optimal length of the portion of data read from external memory into RAM which achieves T_min—a minimum processing time. An estimate of T_min is obtained.Translated from Kibernetika, No. 3, pp. 78–81, May–June, 1991.