DSP Blockset    
Autocorrelation

Compute the autocorrelation of a vector input.

Library

Statistics

Description

The Autocorrelation block computes the autocorrelation of each channel in an input matrix or vector, u. The block computes the autocorrelation along each column of a frame-based input, and computes along the vector dimension of a sample-based vector input. The block does not accept sample-based matrix inputs. Outputs are always sample-based.

M-by-N matrix inputs must be frame-based. The result, y, is a sample-based (l+1)-by-N matrix whose jth column has elements

where * denotes the complex conjugate, and l represents the maximum lag. Note that y1,j is the zero-lag element in the jth column. When Compute all non-negative lags is selected, l=M. Otherwise, l is specified as a nonnegative integer by the Maximum positive lag parameter.

Input u is zero when indexed outside of its valid range. When the input is real, the output is real; otherwise, the output is complex.

If the input is a sample-based vector (row, column, or 1-D), the output is sample-based, with the same shape as the input and length l+1. The block computes the autocorrelation of sample-based vector inputs along the vector dimensions. The Autocorrelation block does not accept a sample-based full-dimension matrix input.

The Scaling parameter controls the scaling that is applied to the output. The following options are available:

The Computation domain parameter sets the domain in which the block computes convolutions to one of the following settings:

Dialog Box

Compute all non-negative lags
When selected, computes the autocorrelation over all non-negative lags in the range [0length(input)-1].
Maximum positive lag
The maximum positive lag, l, for the autocorrelation. This parameter is enabled when the Compute all non-negative lags check box is unselected.
Scaling
The type of scaling for the autocorrelation: None, Biased, Unbiased, or Unity at zero-lag. Tunable, except in the Simulink external mode.
Computation domain
The domain in which the block computes convolutions: Time or Frequency. To minimize memory use, select Time; frequency domain computations may require fewer computations than those in the time domain depending on the input length.

Supported Data Types

To learn how to convert to the above data types in MATLAB and Simulink, see Supported Data Types and How to Convert to Them.

See Also

Correlation
DSP Blockset
xcorr
Signal Processing Toolbox

Also see Statistics for a list of all the blocks in the Statistics library.


  Analytic Signal Autocorrelation LPC