MATLAB Answers


expected value formula in xcorr

Latest activity Answered by 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


It appears to be the summation right below that, in the More About section.
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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1 Answer

Answer by Navya Seelam on 17 Jul 2019

By default, xcorr computes raw correlations by summation with no normalization.
For more details on working of “xcorr” here:


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