matlab中coeff函数,matlab中xcorr函数

xcorr

Cross-correlation

Syntax

c = xcorr(x,y)

c = xcorr(x)

c = xcorr(x,y,'option')

c = xcorr(x,'option')

c = xcorr(x,y,maxlags)

c = xcorr(x,maxlags)

c = xcorr(x,y,maxlags,'option')

c = xcorr(x,maxlags,'option')

[c,lags] = xcorr(...)

Description

xcorr estimates the cross-correlation sequence of a random process. Autocorrelation is handled as a special case.

The true cross-correlation sequence is

where x n and y n are jointly stationary random processes, , and E {·} is the expected value operator. xcorr must estimate the sequence because, in practice, only a finite segment of one realization of the infinite-length random process is available.

c = xcorr(x,y) returns the cross-correlation sequence in a length 2*N-1 vector, where x an

d y ar

e length N vectors (N>1). I

f x and y are not the same length, the shorter vector is zero-padded to the length of the longer vector.

By default, xcorr computes raw correlations with no normalization.