Can the XCOV function return a result that is both unbiased and normalized?
2 views (last 30 days)
Show older comments
The XCOV function in the Signal Processing Toolbox 6.8 (R2007b) has four distinct options: 'biased', 'unbiased', 'coeff', and 'none'. I would like to be able to create unbiased estimates of the cross-covariance function of my sequence with a normalized zero lag term.
Accepted Answer
MathWorks Support Team
on 27 Jun 2009
The ability to create estimates of the cross-covariance function that are both unbiased and normalized is not available in the Signal Processing Toolbox.
To work around this issue, create unbiased estimates and normalize by the zero lag term manually, as in the following example:
ww = randn(1000,1);
N = 10;
[cov_ww,lags] = xcov(ww,N,'unbiased');
cov_ww = cov_ww / cov_ww(N+1);
stem(lags,cov_ww)
0 Comments
More Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!