Help composing Personal autocorrelation function
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The following is my code for calculating the autocorrelation:
function [Rxx]= myauto(x)
% This function Estimates the autocorrelation of the sequence of
% random variables given in x as: Rxx(1), Rxx(2),…,Rxx(N),
% where N is Number of samples in x.
N=length(x);
Rxx=zeros(1,N);
for m=1: N+1
for n=1: N-m+1
Rxx(m)=Rxx(m)+x(n)*x(n+m-1);
end;
end;
plot(Rxx)
The challenge, however, is that after I plot the values I get from my autocorrelation function (i.e Rxx), only half the points that I would otherwise get with the Matlab function xcorr are produced. For example, If I were to plot the autocorrelation of sin(x) [for x from 0 to 2pi], my function would only produce half of the curve that the Matlab function would.
I, thus, need help adjusting my function so that I am able to replicate the results that I get using the Matlab xcorr function.
Thanks.
1 Comment
Daniel Shub
on 4 Apr 2012
It looks like you are only using positive lags. You need to include negative lags. Of course this causes "problems" with MATLAB indexing ...
Accepted Answer
Rick Rosson
on 5 Apr 2012
Since we know in advance that the autocorrelation is an even function of time lag, you can simply invert the result and concatenate:
Rxx = [ fliplr(Rxx(2:end)) Rxx ];
HTH.
Rick
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