autofft.m

The data files included are .MAT or *.dat (ASCII)files. The m-files and the data may be distributed

function r=autofft(x,L)
% Computation of the autocorrelation sequence
% r(l) using the FFT algorithm
% L is the length of r(l), l=0,1,...,L-1.
% The mean value is removed from the signal
% r(l)=(1/Lx)sum(x[k]x[k-l])
%           
% Programmed by: Dimitris Manolakis, 10/4/93
%
%-----------------------------------------------------------
% Copyright 2000, by Dimitris G. Manolakis, Vinay K. Ingle,
% and Stephen M. Kogon.  For use with the book
% "Statistical and Adaptive Signal Processing"
% McGraw-Hill Higher Education.
%-----------------------------------------------------------


Lx=length(x);
Nfft=Lx+L;
n2=round((log(Nfft)/log(2))+0.5);
Nfft=2^n2;
x=x-mean(x);
X=fft(x,Nfft);
X2=X.*conj(X);
x2=real(ifft(X2));
r=x2(1:L)/Lx;