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Windowed mutual information (migram)

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Windowed mutual information (migram)

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14 Jun 2007 (Updated )

Computes a windowed mutual information

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Description

Calculate windowed mutual information between two signals up to a pre-defined lag. The estimation of the (joint) probabilities is optimized, hence, entire computation is very fast.

Required Products Signal Processing Toolbox
MATLAB release MATLAB 6.0 (R12)
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Updates
20 Jun 2007

(1) removed missing function "normalize" (which is actually not necessary)
(2) added renormalised MI

20 Jun 2007

normalization removed

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