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xcorr
Computes discrete auto or cross correlation
Syntax
[c [,lagindex]] = xcorr(x [,maxlags [,scaling]]) [c [,lagindex]] = xcorr(x,y [,maxlags [,scaling]])
Parameters
- x
a vector of real or complex floating point numbers.
- y
a vector of real or complex floating point numbers. The default value is
x
.- maxlags
a scalar with integer value greater than 1. The default value is
n
. Wheren
is the maximum of thex
andy
vector length.- scaling
a character string with possible value:
"biased"
,"unbiased"
,"coeff"
,"none"
. The default value is"none"
.- c
a vector of real or complex floating point numbers with same orientation as
x
.- lagindex
a row vector, containing the lags index corresponding to the
c
values.
Description
c=xcorr(x)
computes the un-normalized discrete auto correlation: and return inc
the sequence of auto correlation lags withn
is the length ofx
xcorr(x,y)
computes the un-normalized discrete cross correlation: and return inc
the sequence of auto correlation lags withn
is the maximum ofx
andy
length's.
If the maxlags
argument is given
xcorr
returns in c
the sequence of
auto correlation lags . If
maxlags
is greater than length(x)
,
the first and last values of c
are zero.
The scaling
argument describes how
is normalized before being returned in
c
:
- "biased":
c=
/n
. - "unbiased":
c=
./(n-(-maxlags:maxlags))
. - "coeff":
c=
/(norm(x)*norm(y))
.
Remark
The corr function computes the "biased" covariance ofx
and
y
and only return in
c
the sequence of auto correlation lags
.Method
This function computes usingifft(fft(x).*conj(fft(y)))
.Examples
Authors
- Serge Steer, INRIA
Used Functions
History
Version | Description |
5.4.0 | xcorr added. |
Report an issue | ||
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