Category Archives: Academic

xcov and xcorr in Matlab

Matlab provides xcorr to calculate the cross/auto-correlation of two/one random variables. [r,lags]=xcorr(x,y,’coeff’) will calculate the cross-correlation of x and y using Here “coeff” optional keyword is used to normalize the result with L2-norm. However [c,lags]=xcov(x,y,’coeff’) calculates the cross-variance of x … Continue reading

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