expected value formula in xcorr

8 views (last 30 days)
SYML2nd
SYML2nd 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
  2 Comments
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.

Sign in to comment.

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:

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!