aasampleunbiasedautoc.m

Source Code for Adaptive Filtering Primer

function[r]=aasample_unbiased_autoc(x,lg)
%this function finds the unbiased autocorrelation function
%from 0 to lag lg;it is recommended that lg is about 20-30% of N;
N=length(x);%x=data;
for m=1:lg
    for n=1:N+1-m
        xs(m,n)=x(n-1+m);
    end;
end;
r1=xs*x';
for m=1:lg
    den(m)=N+1-m;
end;
r=r1'./den;