cyclic_autocovariance.m

来自「循环自相关函数工具箱」· M 代码 · 共 23 行

function R=cyclic_autocovariance(x,alpha,max_tau)
%
% CYCLIC_AUTOCOVARIANCE
%              
%              calculates the cyclic autocovariance for signal
%              x at frequency alpha
%             
%              R(k*alpha,tau)=E{x(t-tau/2)x(t+tau/2)exp(-jk(alpha)t)}
%              for k=0 ... 1/alpha
%              Signal x has its periodic average removed
%
% USAGE
%              R=cyclic_autocovariance(x,alpha,max_tau)
%
%              calculate autocovariance up to max_tau time lags

% File: cyclic_autocovariance.m
% Last Revised: 24/11/97
% Created: 24/11/97
% Author: Andrew C. McCormick
% (C) University of Strathclyde

R=cyclic_cross_covariance(x,x,alpha,max_tau);