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I have 3 signals, S1 S2 S3, with a same time domain and same time steps. I'm wondering if there is any correlation between these 3 signals. more specifically I want to know if it is possible to make Signal S3 by any combination of signals S1 and S2.

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You need to process them jointly in pairs to get the correlation coefficients $$\rho_{13}=\frac{\mathsf{Cov}(S_1,S_3)}{\sqrt{\mathsf{Var}(S_1)\mathsf{Var}(S_3)}}$$ $$\rho_{23}=\frac{\mathsf{Cov}(S_2,S_3)}{\sqrt{\mathsf{Var}(S_2)\mathsf{Var}(S_3)}}$$ that represent the linear dependencies between $S_1$, $S_3$ and $S_2$, $S_3$, respectively. So when $|\rho_{xy}|$ is close to one, it indicates high linear dependency (and values close to zero mean small linear dependency).

That said, the problem you mentioned can be solved using a least squares approximation. In MATLAB, assuming your signals are in form of column vectors S1, S2, and S3, you can do this to find the weights:

w = [S1 S2]\S3;

So the signal S3 can be approximated as

S3_hat = [S1 S2]*w;

and the mean squared approximation error is

mse_err = mse(S3-S3_hat);
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