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/*****************************************************************************
* *
* FACORR.SPL Copyright (C) 2000 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Auto-correlation using FFT's *
* *
* Revisions: 2 May 2000 RRR Creation - from FREQ.MAC *
* *
*****************************************************************************/
#if @HELP_FACORR
FACORR
Purpose: Auto-correlation using the FFT method
Syntax: FACORR(s, norm)
s - input series
norm - optional integer, normalization method,
0: None,
1: Unity (-1 to 1)
2: Biased
3: Unbiased
defaults to 0: None
Returns: A series
Example:
W1: gsin(1000, .001, 4)
W3: acorr(w1)
Performs the auto-correlation of a sinewave. The
peaks of the result indicate the waveform is very similar
to itself at the time intervals where the peaks occur, i.e.
the waveform is periodic.
Example:
W1: gsin(1000, .001, 4)
W2: gnorm(1000, .001)
W3: facorr(w1, 1)
W4: facorr(w2, 1)
W3 displays the auto-correlation of a sinewave normalized
to -1 and 1. W4 shows the normalized auto-correlation of
random noise.
The normalized maximum of both results 1.0 at time t == 0,
indicating the expected perfect correlation at time t == 0
(true for all series).
The waveform of W4 displays only one distinct peak at t == 0,
indicating that W2 is not correlated with itself and is
non-periodic.
Both waveforms display a triangular envelope due to the
assumption that the input series is zero before the first
sample and after the last sample.
Remarks:
The auto-correlation is used to determine how similar a
series is to itself or if a series is periodic. FACORR
performs correlation by computing the FFT of the input
series.
The output length L is:
L = 2 * length(s) + 1
The zeroth lag component is the mid point of the series.
The BIASED normalization divides the result by M, the
length of the input series.
The UNBIASED normalization divides the result by
M - abs(M - i - 1) + 1
where i is the index of the result.
See ACORR for the time domain implementation.
See Also:
Acorr
Conv
Fconv
Facorr
Fxcorr
#endif
/* frequency domain auto-correlation */
facorr(s1, norm)
{
return(fxcorr(s1, s1, norm));
}