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Blind Modal Identification with Hankel Matrices (BMIDHM) toolbox

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Blind Modal Identification with Hankel Matrices (BMIDHM) toolbox

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03 Jun 2013 (Updated )

This toolbox is for performing modal identification from ambient random data.

[C]=cstdcov(x,tau)
function [C]=cstdcov(x,tau)
% 
% Type: [C]=cstdcov(x,tau);
% 
% Inputs:
%
% x   := m x nt input data matrix (complex)
% tau := 1 x 1 time lag (default=0)
%
% Outputs:
%
% C   := m x m time-delayed covariance matrix (complex)
%
% 
% Function for calculating complex-valued, time-delayed covariance 
% matrix: can be asymmetric.

% Scot McNeill, January 2013
% 
% 
if nargin<2
 tau=0;
end
[m,N]=size(x); 
%
% compute time-delayed covariance matrix
%
m1=zeros(m,1);
m2=zeros(m,1);
R=1/(N-tau)*( x(:,1:N-tau)*x(:,tau+1:N)' );
m1=sum(x(:,1:N-tau),2)/(N-tau);
m2=sum(x(:,tau+1:N),2)/(N-tau);
C=R-m1*m2';
%%

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