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Autocorrelation, or the so‐called serial correlation, performs the same cross‐correlation procedure of a signal with the time‐shifted form of itself. Thus, all autocorrelation has to do is to replace y(t) with x(t) from (2.8) to (2.12). Note that, the maximized value of the autocorrelated signal always exists at the displacement zero, which means that two signals are totally overlapped. Autocorrelation is widely used in signal processing for recognizing some repeating patterns, such as detecting the missing frequencies or presence of critical information in a periodic signal.