corrmtx (MathScript Function) (Windows, Not in Base Package)

LabVIEW 8.5 Help
August 2007

NI Part Number:
371361D-01

»View Product Info

Member of the spectral analysis class.

Syntax

a = corrmtx(x, m)

a = corrmtx(x, m, s)

[a, r] = corrmtx(x, m)

[a, r] = corrmtx(x, m, s)

Creates a Toeplitz matrix a, such that a'*a is an estimate of the autocorrelation matrix for x.

Name

Description

Specifies an input signal. x is a vector.

Specifies the order of the output matrix. m is an integer.

Specifies how to create the output matrix. s accepts the following values.

'autocorrelation' (default)	LabVIEW uses a standard approach with windowing at both sides.
'prewindowed'	LabVIEW uses windowing at the beginning.
'postwindowed'	LabVIEW uses windowing at the end.
'covariance'	LabVIEW does not use windowing.
'modified'	LabVIEW uses the more advanced covariance method.

Name	Description
a	Returns the Toeplitz matrix.
r	Returns the autocorrelation matrix estimate, a'*a.

A = 1:10;
X = corrmtx(A, 5)