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[Octave-bug-tracker] [bug #46373] signal package: documentation of xcorr
From: |
Mirko Scholz |
Subject: |
[Octave-bug-tracker] [bug #46373] signal package: documentation of xcorr misleading |
Date: |
Tue, 03 Nov 2015 21:52:25 +0000 |
User-agent: |
Mozilla/5.0 (X11; Linux i686) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/46.0.2490.80 Safari/537.36 |
URL:
<http://savannah.gnu.org/bugs/?46373>
Summary: signal package: documentation of xcorr misleading
Project: GNU Octave
Submitted by: srtlg
Submitted on: Tue 03 Nov 2015 09:52:24 PM GMT
Category: Octave Forge Package
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Incorrect Documentation
Status: None
Assigned to: None
Originator Name:
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: other
Operating System: Any
_______________________________________________________
Details:
The documentation of the latest (1.3.2) it states that
none: return the unscaled correlation, R
biased: return the biased average, R/N
unbiased: return the unbiased average, R(k)/(N-|k|)
this is incorrect with the definition of R(k) given above: R_k = sum_i =
x_{k+i} conj(y_i)
Just execute the following and substitute calculate R_k manually given the
above definition.
a = ones(1,5)
xcorr(a,'none')
xcorr(a,'biased')
xcorr(a,'unbiased')
Even though looking at the source the divisions are actually done that way, I
assume that has something to do with the implementation as FFT
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