corrmx (MathScript RT Module Function)

LabVIEW 2010 Help

Edition Date: June 2010

Part Number: 371361G-01

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Owning Class: spectral analysis

Requires: MathScript RT Module

Syntax

a = corrmx(x, m)

a = corrmx(x, m, s)

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

[a, r] = corrmx(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 real or complex 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 = corrmx(A, 5)