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Windowed Cross Correlation (corrgram)

corrgram(varargin) CORRGRAM Calculate windowed cross correlation between two signals.
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4.5 | 2 ratings Rate this file 21 Downloads (last 30 days) File Size: 2.88 KB File ID: #15299

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Windowed Cross Correlation (corrgram)

by Norbert Marwan

14 Jun 2007 (Updated 15 Jun 2007)

Computes windowed cross correlation

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File Information
Description	Calculate windowed cross correlation between two signals A and B up to a pre-defined lag. Usage is similar to the Matlab function SPECGRAM.
Required Products	Signal Processing Toolbox
MATLAB release	MATLAB 6.0 (R12)

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Everyone's Tags	correlation(2), cross(2), overlap, pearson, probability, statistics, window
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Comments and Ratings (2)
25 Aug 2009	Ben	I agree
13 Aug 2008	Alan B	Very useful tool, something that should be available as a built-in. I'm getting an out of memory error for two ~300000 element vectors - it seems that Matlab should be able to handle data of that size. The problem is with the X=buffer(...) on line 87, and I'm looking into it myself but I thought I'd post a message too.