% autocorr.m
%
% ƒ@Autocorrelation Function „
%
Fs = 200;
% ƒTƒ“ƒvƒŠƒ“ƒOŽü”g” (Hz)
T = 1;
% ŠÏ‘ªŽžŠÔi1secj
dt = 1/Fs;
% ŽžŠÔ•ª‰ð”\iƒTƒ“ƒvƒŠƒ“ƒOŠÔŠuj
N = T/dt;
% ƒTƒ“ƒvƒ‹”
t = (0:dt:T-dt);
% time vector
%
%
----------------------signal---------------------------
rn = 0.7*randn(size(t)); % ³‹K—”
x = sin(2*pi*4*t) + rn; % M†iŽžŒn—ñƒf[ƒ^j
%
figure(1)
subplot(311); plot(x);
% ŠÏ‘ªM†‚̃vƒƒbƒg
axis([0,2*N,-4,4]); legend('signal');
%
----------------------autocorrelation------------------
s = (-N+1:1:N-1);
% time-lag vector
w1 = xcorr(x,x,'unbiased');
subplot(312); plot(s,w1);
% Ž©ŒÈ‹¤•ªŽUŠÖ”i•s•Îj
legend('autocorrelation (unbiased)');
w2 = xcorr(x,x,'biased');
subplot(313); plot(s,w2);
% Ž©ŒÈ‹¤•ªŽUŠÖ”iƒoƒCƒAƒX‚ ‚èj
legend('autocorrelation (biased)');
%
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% 2002.4.28 by K.Tsukada