Scilab Function
fr - eng

autocorr - discrete autocorrelation

Module

• Modnum

Description

Computation of a discrete autocorrelation.

Calling Sequence

[y[,mean]]=autocorr(u[,lag,mean])

Parameters

• u : input vector/matrix (of size n,m)
• lag : length of the desired autocorrelation (scalar) (default n)
• mean : optional mean to be soustracted during the computation of the autocorrelation. (default 0) (vector of size m)
• y : output matrix of size lag,m

Used function(s)

• corr_c_rout - cross-correlation computational routine (Low level routine)

Authors

A. Layec