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Correlation and Matlab


PeteMurray

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Hi everyone,

 

I'm having a little trouble using the xcorr instruction in matlab, and honestly I don'y quite get how it works. Now I know that when you type l=xcorr(u,v) it creates a new vector that containg the entire correlation sequence. But say I want to calculate [y(t-1)*y(t-2)]/N, whete t=1,...,N.

How do I do that using the xcorr instruction?

 

Thanks,

PM

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