How do you calculate a correlation function in MATLAB?

2022 5 31
1 个回答
更新时间：2022 6 2
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0 个投票

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

0 个投票

If you want to calculate "auto correlation", see xcorr.
You may need to devide the result by var.

6 个评论
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Hiro Yoshino
Hiro Yoshino 2022-6-1
Just a few lines of code server for this problem.
L'O.G.
L'O.G. 2022-6-1
@Hiro Not quite, it's essentially an autocorrelation function with a constant subtracted from each x(t)
Hiro Yoshino
Hiro Yoshino 2022-6-1
编辑：Hiro Yoshino 2022-6-1
Ran in:
Ran in:
so what about using xcorr with a single argument?
You should take a look at the documentation carefully. I would do it like:
x = rand(10,1)
x = 10×1
0.6315 0.4384 0.3091 0.8854 0.2887 0.0139 0.3035 0.0960 0.7033 0.1798
[r,lag] = xcorr(x)
r = 19×1
0.1136 0.5230 0.4245 0.6103 0.8461 0.5727 1.0507 1.0046 1.1730 2.1822
lag = 1×19
-9 -8 -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8 9
stem(lag,r/var(x))
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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