How do you calculate a correlation function in MATLAB?

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L'O.G.
L'O.G. 2022-5-31
评论： Hiro Yoshino 2022-6-2
I am trying to calculate the correlation function given by
where I sum over all i ("part" in the following). Do I just choose time zero arbitrarily as t1 like in the following? I am not sure how to do this. vbar is calculated separately and is just a constant here..
for t1 = 1:tmax
for t2 = t1:tmax
for part = 1:tot_part
a0(t2-t1,part) = a0(t2-t1,part) + (v(t1,part)+vbar)*(v(t2,part)+vbar)
n0(t1,part) = (v(t1,part)+vbar) + 1
end
end
end
for t = 0:tmax-1
for part = 1:tot_part
corr0(t) = corr0(t) + a0(t,part)/n0(t,part)
end
end

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回答（1 个）

Hiro Yoshino
Hiro Yoshino 2022-6-1
If you want to calculate "auto correlation", see xcorr.
You may need to devide the result by var.
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L'O.G.
L'O.G. 2022-6-1
Thanks, yes, it would nice though if it would be possible to understand this without resorting first things first to the xcorr function, which is why I had the clunky for loops in my post.
Hiro Yoshino
Hiro Yoshino 2022-6-2
Totally understood. When I was in school, I didn't realize there had been this function for ages and crafted my own from scratch but good thing about MATLAB is that you can avoid "re-inventing wheels".

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