covariance.m

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function coresult=covariance(x,N,tal)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%   x   采样信号样本
%   N   周期所含样本数
%   tal 延迟
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
T=length(x);
S=floor(T/N);
y=[x,zeros(1,T)]
Rc(N,N)=0;
for m=1:1:N
    for n=1:1:N
        for s=0:1:S-1
        Rc(m,n)=Rc(m,n)+y(n+s*N)*y(n+s*N+tal)*y(m+s*N)*y(m+s*N+tal);
        end
    end
end
coresult=Rc/S
coresult=inv(coresult)