xcorr

Cross correlation.

Syntax

Rxy=xcorr(x)

Rxy=xcorr(x,y)

Inputs

x
As a vector x is the first signal.
As a matrix x is a set of signals stored as column vectors.
Type: double
Dimension: vector | matrix
y
The second signal.
Type: double
Dimension: vector

Outputs

Rxy
The cross correlation.
Type: vector | matrix

Examples

Vector example:

x = [2,3,4,5,6];
y = [4,6,7,8];
Rxy = xcorr(x,y)
Rxy = [Matrix] 1 x 8
16  38  65  94  119  88  56  24
Matrix example:
z = [1,2;3,4;5,6;7,8];
Rxy = xcorr(z)
Rxy = [Matrix] 7 x 4
 7    8   14   16
26   30   38   44
53   62   68   80
84  100  100  120
53   68   62   80
26   38   30   44
 7   14    8   16

Comments

When x is a vector and y is omitted, the auto-correlation of x is computed.

When x is a matrix with N columns, y must be omitted and Rxy is a matrix with N^2 columns. The correlation of columns i and j of x is stored in column (i-1)*N + j of Rxy.