<< contwtgnmir Other d2statio >>

stftb >> stftb > Other > correlmx

correlmx

correlation matrix of a signal

Calling Sequence

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

Parameters

x :

a real or complex vector of size Nx: the analyzed signal.

p :

an integer in [1 Nx]: the last autocorrelation lag

Rxtype :

computation algorithm (default : 'fbhermitian') possible values : 'hermitian', 'fbhermitian', 'burg' or 'fbburg'. The default value is 'hermitian'

Rx :

a real or complex matrix of size p+1 by p+1: the correlation matrix.

Examples

N = 1000; f = 0.1;
sig = real(fmconst(N,f))+0.2*rand(N,1,"normal");

Rx = correlmx(sig,2,'burg'); 
[v,d] = spec(Rx);
acos(-0.5*v(2,1)/v(1,1))/(2*%pi) //should be near f

Rx = correlmx(sig,2,'hermitian'); 
[v,d] = spec(Rx);
acos(-0.5*v(2,1)/v(1,1))/(2*%pi) //should be near f

Authors


Report an issue
<< contwtgnmir Other d2statio >>