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* Copyright (c) 2016 The WebRTC project authors. All Rights Reserved.
* Use of this source code is governed by a BSD-style license
* that can be found in the LICENSE file in the root of the source
* tree. An additional intellectual property rights grant can be found
* in the file PATENTS. All contributing project authors may
* be found in the AUTHORS file in the root of the source tree.
namespace webrtc {
// This class iteratively estimates the normalized covariance between two
// signals.
class NormalizedCovarianceEstimator {
void Update(float x,
float x_mean,
float x_var,
float y,
float y_mean,
float y_var);
// This function returns an estimate of the Pearson product-moment correlation
// coefficient of the two signals.
float normalized_cross_correlation() const {
return normalized_cross_correlation_;
float covariance() const { return covariance_; }
// This function resets the estimated values to zero.
void Clear();
float normalized_cross_correlation_ = 0.f;
// Estimate of the covariance value.
float covariance_ = 0.f;
} // namespace webrtc