DADiSP Worksheet Functions > Function Categories > Fourier Transforms and Signal Processing > FXCORR
Calculates the
FXCORR(series1, series2, norm)
series1 |
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A series or array. |
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series2 |
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A series or array. |
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norm |
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Optional. An integer, the normalization method:
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A series.
W1: gsin(1000, .001, 4)
W2: gsin(1000, .001, 4)
W3: fxcorr(W1, W2)
performs the
W1: gsin(1000, .001, 4)
W2: gnorm(1000, .001)
W3: fxcorr(W1, W1, 1)
W4: fxcorr(W1, W2, 1)
W3 displays the
The
where E is the expected value operator, x[n] and y[n] are a stationary random processes and * indicates complex conjugate. In practice, the
FXCORR performs
The output length L is:
L = length(series1) + length(series2) - 1
The zeroth lag component is the mid point of the series.
The BIASED normalization divides the result by N, the maximum length of the input series.
The UNBIASED normalization divides the result by
N - abs(N - i - 1) + 1
where i is the index of the result with a start value of 1. For a 0 start index, the unbiased estimate becomes:
The
See XCORR for the time domain implementation.
See FXCOV to remove the mean from the input series before calculating the