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Time Frequency Toolbox >> Time Frequency Toolbox > Other > correlmx

correlmx

correlation matrix of a signal

Calling Sequence

Rx=correlmx(x,p)
Rx=correlmx(x,p,Rxtype)

Parameters

Rx :

correlation matrix (p+1) x (p+1)

x :

analyzed signal

p :

last autocorrelation lag

Rxtype :

computation algorithm (default : 'fbhermitian') possible values : 'hermitian', 'fbhermitian', 'burg' or 'fbburg'

Examples

N=100; sig=real(fmconst(N,0.1))+0.4*randn(N,1);
Rx=correlmx(sig,2,'burg'); [v,d] = eig(Rx), acos(-0.5*v(2,1)/v(1,1))/(2*pi)
Rx=correlmx(sig,2,'hermitian'); [v,d] = eig(Rx), acos(-0.5*v(2,1)/v(1,1))/(2*pi)

Authors

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