Pearson correlation coefficient

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Abstract

This chapter develops several forms of the Pearson correlation coefficient in the different domains. This coefficient can be used as an optimization criterion to derive different optimal noise reduction filters [14], but is even more useful for analyzing these optimal filters for their noise reduction performance.

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Benesty, J., Chen, J., Huang, Y., & Cohen, I. (2009). Pearson correlation coefficient. In Springer Topics in Signal Processing (Vol. 2, pp. 1–4). Springer Science and Business Media B.V. https://doi.org/10.1007/978-3-642-00296-0_5

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