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Windowed Cross Correlation (corrgram)

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4.5 | 2 ratings Rate this file 19 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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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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Comments and Ratings (2)
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.

25 Aug 2009 Ben

I agree

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Tag Activity for this File
Tag Applied By Date/Time
statistics Norbert Marwan 22 Oct 2008 09:15:36
probability Norbert Marwan 22 Oct 2008 09:15:36
cross Norbert Marwan 22 Oct 2008 09:15:36
correlation Norbert Marwan 22 Oct 2008 09:15:36
window Norbert Marwan 22 Oct 2008 09:15:36
overlap Norbert Marwan 22 Oct 2008 09:15:36
pearson Norbert Marwan 22 Oct 2008 09:15:36

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