Computes discrete auto or cross correlation
[c, lagindex] = xcorr(x) [c, lagindex] = xcorr(x, y) [c, lagindex] = xcorr(.., maxlags) [c, lagindex] = xcorr(.., maxlags, scaling)
a vector of real or complex floating point numbers.
a vector of real or complex floating point numbers. The
default value is x
.
a scalar with integer value greater than 1. The default value
is n
. Where n
is the maximum
of the x
and y
vector
length.
a character string with possible value:
"biased"
, "unbiased"
,
"coeff"
, "none"
. The default
value is "none"
.
a vector of real or complex floating point numbers with same
orientation as x
.
a row vector, containing the lags index corresponding to the
c
values.
c=xcorr(x)
computes the un-normalized discrete auto correlation:
c
the sequence of auto correlation lags
Ck=-n:n
where n
is the length of x
xcorr(x,y)
computes the un-normalized discrete cross correlation:
c
the sequence of auto correlation lags
Ck=-n:n
where n
is the maximum of x
and
y
lengths.If the maxlags
argument is given
xcorr
returns in c
the sequence of
auto correlation lags Ck=-maxlags:maxlags. If
maxlags
is greater than length(x)
,
the first and last values of c
are zero.
The scaling
argument describes how
C(k) is normalized before being returned in
c
:
c=
C/n
.c=
C./(n-(-maxlags:maxlags))
.c=
C/(norm(x)*norm(y))
.![]() | The corr function computes the "biased" covariance of
Method: This function computes C using
|
t = linspace(0, 100, 2000); y = 0.8 * sin(t) + 0.8 * sin(2 * t); [c, ind] = xcorr(y, "biased"); plot(ind, c) | ![]() | ![]() |
Version | Description |
5.4.0 | xcorr added. |