MATLAB Answers

expected value formula in xcorr

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Francesco Saverio Ciani
Francesco Saverio Ciani on 9 Jul 2019
Answered: Navya Seelam on 17 Jul 2019
Hi all,
when I use the xcorr, the formula used in matlab is C(m) = E[A(n+m)*conj(B(n))] = E[A(n)*conj(B(n-m))] where E is the expected value.
I have seen that matlab does not have a function $expected value", so I was wandering which is the real formula behind xcorr.
Thank you in advance

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Star Strider
Star Strider on 9 Jul 2019
It appears to be the summation right below that, in the More About section.
Bjorn Gustavsson
Bjorn Gustavsson on 9 Jul 2019
In my (oldish) version of matlab the xcorr function is a regular .m-file open for inspection. The heavy lifting is done by fft-ifft.

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Answers (1)

Navya Seelam
Navya Seelam on 17 Jul 2019
Hi,
By default, xcorr computes raw correlations by summation with no normalization.
For more details on working of “xcorr” here:

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