auto_correlation_matrix_fun.m

auto_correlation_matrix_fun.zip为自相关系数求解

function [K_t,K,K_s,E,D]=auto_correlation_matrix_fun(acce_matrix,NUMBER,S_NUMBER,sample_rate,N_POINT,BEGIN_P)
%求相关矩阵K

dt=1/sample_rate ;
%求期望
for n=1:NUMBER
    total(n)=0 ;
    for m=1:S_NUMBER
        total(n)=total(n)+acce_matrix(n,m) ;
    end
end
E=total./S_NUMBER ;

%求方差
D1=zeros(NUMBER,1) ;
D=zeros(NUMBER,1) ;
for n=1:NUMBER
    D1(n)=0 ;
    for l=1:S_NUMBER
        D1(n)=D1(n)+(acce_matrix(n,l)-E(n))*(acce_matrix(n,l)-E(n)) ;
    end
end
D=D1./(S_NUMBER-1) ;

%plot(acce_t,D) ;

%求相关矩阵K
K_total=zeros(N_POINT,N_POINT) ;
K=zeros(N_POINT,N_POINT) ;
K_s=zeros(N_POINT,N_POINT) ;


for n=1:N_POINT
    for m=1:N_POINT
        K_total(n,m)=0 ;
        for l=1:S_NUMBER
            K_total(n,m)=K_total(n,m)+(acce_matrix(n+BEGIN_P,l)-E(n+BEGIN_P))*(acce_matrix(m+BEGIN_P,l)-E(m+BEGIN_P)) ;
        end
    end
end


K=K_total./(S_NUMBER-1) ;

%将K用方差D标准化的K_s
for n=1:N_POINT
    for m=1:N_POINT    
        if K(n,m)==0
            K_s(n,m)=0 ;
        else
            K_s(n,m)=K(n,m)./(sqrt(D(n+BEGIN_P))*sqrt(D(m+BEGIN_P))) ;
        end
    end
end

K_t=zeros(N_POINT,1) ;

for n=1:N_POINT
    K_t(n)=dt*(n+BEGIN_P-1) ;
end