stat1.m

来自「Satatistical program for variancy」· M 代码 · 共 23 行

clear;clc;

Ax = 1;
fx = 2;
dt = 0.005;
N=2000;
t = (0:1:N)*dt;
x = Ax*sin(2*pi*fx*t)+0.5*randn(size(t));
%x = 0.5*randn(size(t));

lmax = 100;

for l = 1:1:lmax
    R(l)=0;
    for n=l:N-1
        R(l) = R(l)+x(n)*x(n+1-l);
    end
    R(l) = R(l)/(N-1-l);
    tau(l) = (l-1)*dt;
    ref(l) = 0.5*(Ax^2)*cos(2*pi*fx*tau(l));
end

plot(tau, R, tau, ref, 'r')