AUTOCORRELATION FOR THE CONTINUOUS TIME DEPENDENT EQUATIONS
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HELLO, I AM TRYING TO PLOT AUTOCORRELATION FN FOR MY CONTINUOUS TIME DEPENDENT SYSTEM EQUATION. GENERALLY ODE45 IS USED TO SOLVE THE DIFFERENTIAL EQUATIONS.
AUTOCORRELATION FROM THE AVAILABLE LITERATURE, USED TO CALCULATE FOR SUCH CONTINUOUS SIGNAL x(t) as
C(k) = limit T tends to infinity ((1/T) ∫ x (t) x (t+k) dt),
integral limit : 0 to T.
i am in doubt whether the variable x(t) is in differential form so that it can be integrated. Can any one pls help me in generating the m file for autocorrelation for the famous lorenz equations.
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Walter Roberson
2012-5-30
Please do not use all UPPERCASE: it makes it more difficult for people to read (and people interpret it as "shouting")
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2012-5-30
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