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Variance while using xcov/xcorr

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Variance while using xcov/xcorr

by Ambarish Jash

 

31 May 2009

The code calculates the variance in a calculated correlation function

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The correlation function calculated from one realization of an ensemble is inherently flawed since the expectation operation does not come into play. Hence it is important to have an idea of the variance in the correlation function.

MATLAB release MATLAB 7.7 (R2008b)
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signal processing Ambarish Jash 01 Jun 2009 10:50:32
statistics Ambarish Jash 01 Jun 2009 10:50:32

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