xcov

(/tools/hpmatlab/toolbox/signal/xcov.m)

Function Synopsis

xycov = xcov(x,y,option)

Help text

XCOV	Cross-covariance function estimates.
	The cross-covariance is the cross-correlation function of
	two sequences with their means removed.
	XCOV(A,B), where A and B are length M vectors, returns the
	length 2*M-1 cross-covariance sequence in a column vector.
	XCOV(A), when A is a vector, is the auto-covariance sequence.
	XCOV(A), when A is an M-by-N matrix, is a large matrix with
	2*M-1 rows whose N^2 columns contain the cross-covariance
	sequences for all combinations of the columns of A.
	The zeroth lag of the output covariance is in the middle of the 
	sequence, at element or row M.
	By default, XCOV computes a raw covariance with no normalization.
	XCOV(A,'biased') or XCOV(A,B,'biased) returns the "biased"
	estimate of the cross-covariance function.  The biased estimate
	scales the raw cross-covariance by 1/M.
	XCOV(...,'unbiased') returns the "unbiased" estimate of the
	cross-covariance function.  The unbiased estimate scales the raw
	covariance by 1/(M-abs(k)), where k is the index into the result.
	XCOV(...,'coeff') normalizes the sequence so that the
	covariances at zero lag are identically 1.0.
	See also XCORR, CORRCOEF, CONV and XCORR2.

Cross-Reference Information

else           /tools/hpmatlab/toolbox/matlab/lang/else.m
elseif         /tools/hpmatlab/toolbox/matlab/lang/elseif.m
end            /tools/hpmatlab/toolbox/matlab/lang/end.m
if             /tools/hpmatlab/toolbox/matlab/lang/if.m
mean           /tools/hpmatlab/toolbox/matlab/datafun/mean.m
nargin         /tools/hpmatlab/toolbox/matlab/elmat/nargin.m
ones           /tools/hpmatlab/toolbox/matlab/elmat/ones.m
size           /tools/hpmatlab/toolbox/matlab/general/size.m
xcorr          /tools/hpmatlab/toolbox/signal/xcorr.m