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Fast Third Order Cross-Cumulant calculation

version 1.0.0.0 (6.97 KB) by Brian Liswell
Performs a fast third order cross cumulant calculation between the three vectors (x,y,z).

639 Downloads

Updated 18 Dec 2014

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[Cxyz,Cxyz_std,scale,overlap] = cum3xyz(x,y,z, nsamp, overlap,window)
Performs a fast third order cross cumulant calculation between the three vectors (x,y,z) by relying on matrix multiplication and content management, as opposed to nested for-loops.
Inspired by the work in the Higher Order Spectral Analysis toolbox.

Cite As

Brian Liswell (2022). Fast Third Order Cross-Cumulant calculation (https://www.mathworks.com/matlabcentral/fileexchange/48789-fast-third-order-cross-cumulant-calculation), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: HOSA - Higher Order Spectral Analysis Toolbox

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