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Autocorrelation

Autocorrelation of N-D array

  • Library:
  • DSP System Toolbox / Statistics

Description

The Autocorrelation block computes the autocorrelation along the first dimension of an N-D input array. The computation can be done in the time domain or frequency domain. You can specify the domain through the Computation domain parameter. In the time domain, the input signal is convolved with its time-reversed complex conjugate. In the frequency domain, the block computes the autocorrelation by taking the Fourier transform of the input signal, multiplying the Fourier transform with its conjugate, and computing the inverse Fourier transform of the product. In this domain, depending on the input length, the block can require fewer computations. For information on these two computation methods, see Algorithms.

You can specify the maximum lag for autocorrelation using the Compute all non-negative lags and Maximum non-negative lag (less than input length) parameters.

The block accepts fixed-point signals when you set the Computation domain to Time.

Ports

Input

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Data input. The block accepts real-valued or complex-valued multichannel and multidimensional inputs. The input can be a fixed-point signal when you set the Computation domain to Time.

Data Types: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32 | fixed_point
Complex Number Support: Yes

Output

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Autocorrelated output of the data input.

  • When the input is an M-by-N matrix, u, the output, y, is an (l+1)-by-N matrix. l is the maximum positive lag for autocorrelation.

  • When the input is an N-D array, the block outputs an N-D array. The size of the first dimension is l+1, and the sizes of all other dimensions match those of the input array. For example, when the input is an M-by-N-by-P array, the block outputs an (l+1)-by-N-by-P array.

Data Types: single | double | int8 | int16 | int32 | uint8 | uint16 | uint32 | fixed_point
Complex Number Support: Yes

Parameters

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Main Tab

When you select this parameter, the Autocorrelation block computes the autocorrelation over all nonnegative lags in the range [0, length(input) – 1]. When you clear this parameter, the block computes the autocorrelation using the lags in the range [0, l], where l is the value you specify in Maximum non-negative lag (less than input length).

Maximum positive lag for autocorrelation, specified as an integer that is greater than or equal to 0 and less than the input length.

Dependencies

To enable this parameter, clear the Compute all non-negative lags parameter.

Scaling applied to the output.

  • None — Generates the raw autocorrelation yi,j without normalization.

  • Biased — Generates the biased estimate of the autocorrelation.

    yi,jbiased=yi,jM

  • Unbiased — Generates the unbiased estimate of the autocorrelation.

    yi,junbiased=yi,jMi

  • Unity at zero-lag — Normalizes the estimate of the autocorrelation for each channel so that the zero-lag sum, the first element in each column, is identically 1.

    y0,j=1

  • Time — Computes the convolutions in the time domain, which minimizes the memory usage.

  • Frequency — Computes the autocorrelation in frequency domain. For more information, see Algorithms.

To autocorrelate fixed-point signals, set this parameter to Time.

Data Types Tab

    Note   Fixed-point signals are supported for the time domain only. To use these parameters, on the Main tab, set Computation domain to Time.

Select the rounding mode for fixed-point operations.

    Note:   The Rounding mode and Saturate on integer overflow parameters have no effect on numerical results when all these conditions are met:

    • Product output data type is Inherit: Inherit via internal rule.

    • Accumulator data type is Inherit: Inherit via internal rule.

    • Output data type is Inherit: Same as accumulator.

    With these data type settings, the block operates in full-precision mode.

When you select this parameter, the block saturates the result of its fixed-point operation. When you clear this parameter, the block wraps the result of its fixed-point operation. For details on saturate and wrap, see overflow mode for fixed-point operations.

Product output specifies the data type of the output of a product operation in the Autocorrelation block. For more information on the product output data type, see Multiplication Data Types and the 'Fixed-Point Conversion' section in Fixed Point.

  • Inherit: Inherit via internal rule — The block inherits the product output data type based on an internal rule. For more information on this rule, see Inherit via Internal Rule.

  • Inherit: Same as input — The block specifies the product output data type to be the same as the input data type.

  • fixdt([],16,0) — The block specifies an autosigned, binary-point, scaled, fixed-point data type with a word length of 16 bits and a fraction length of 0.

Alternatively, you can set the Product output data type by using the Data Type Assistant. To use the assistant, click the Show data type assistant button .

For more information on the data type assistant, see Specify Data Types Using Data Type Assistant (Simulink).

Accumulator specifies the data type of the output of an accumulation operation in the Autocorrelation block. For illustrations on how to use the accumulator data type in this block, see the 'Fixed-Point Conversion' section in Fixed Point.

  • Inherit: Inherit via internal rule — The block inherits the accumulator data type based on an internal rule. For more information on this rule, see Inherit via Internal Rule.

  • Inherit: Same as input — The block specifies the accumulator data type to be the same as the input data type.

  • Inherit: Same as product output — The block specifies the accumulator data type to be the same as the product output data type.

  • fixdt([],16,0) — The block specifies an autosigned, binary-point, scaled, fixed-point data type with a word length of 16 bits and a fraction length of 0.

Alternatively, you can set the Accumulator data type by using the Data Type Assistant. To use the assistant, click the Show data type assistant button .

For more information on the data type assistant, see Specify Data Types Using Data Type Assistant (Simulink).

Output specifies the data type of the output of the Autocorrelation block. For more information on the output data type, see the 'Fixed-Point Conversion' section in Fixed Point.

  • Inherit: Same as input — The block specifies the output data type to be the same as the input data type.

  • Inherit: Same as product output — The block specifies the output data type to be the same as the product output data type.

  • Inherit: Same as accumulator — The block specifies the output data type to be the same as the accumulator data type.

  • fixdt([],16,0) — The block specifies an autosigned, binary-point, scaled, fixed-point data type with a word length of 16 bits and a fraction length of 0.

Alternatively, you can set the Output data type by using the Data Type Assistant. To use the assistant, click the Show data type assistant button .

For more information on the data type assistant, see Specify Data Types Using Data Type Assistant (Simulink).

Specify the minimum value the block can output. Simulink® software uses this minimum value to perform:

  • Simulation range checking. See Signal Ranges (Simulink).

  • Automatic scaling of fixed-point data types.

Specify the maximum value the block can output. Simulink software uses this maximum value to perform:

  • Simulation range checking. See Signal Ranges (Simulink).

  • Automatic scaling of fixed-point data types.

Select this parameter to prevent the fixed-point tools from overriding the data types you specify on the block dialog box.

More About

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Algorithms

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Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using Simulink® Coder™.

Introduced before R2006a

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