Function Index
DiscreteAutoCorrelate
DiscreteAutoCorrelate[
x
]
returns the autocorrelation values of the list
x
.
DiscreteAutoCorrelate[
x
,
{
n
1
,
n
2
,
...}
]
returns the autocorrelation values of list
x
for lags 0,1,..., n
i
-1 at level
i
.
Given sequence x[n] defined over the interval 0≤n≤N-1,
DiscreteAutoCorrelate
returns the autocorrelation sequence y[n] effectively given by the following formula.
y[n] =
x[i] x[i+n], n=0,1,...,N-1
See also User's Guide
5.2
.
New in Version 2.
Example
This loads the package.
In[1]:=
This defines a 1D signal
sig
.
In[2]:=
This returns all the autocorrelation coefficients.
In[3]:=
Out[3]//TableForm=
The following calculates the autocorrelation values for lags 0, 1, and 2, only.
In[4]:=
Out[4]//TableForm=
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