Convolution and Correlation |
convol(vx, vy) Returns the convolution of the vectors vx and vy.
correl(vx, vy) Returns the correlation of the vectors vx and vy.
covar(vx, vy) Returns the covariance of the vectors vx and vy.
deconvol(vz, vx) Returns the deconvolution of the vector vz by the vector vx.
lcorr(vx, vy) Returns a vector giving the correlation of the vectors vx and vy at each possible lag.
vz is a real- or complex-valued vector of element such that:
length(vz) - length(vx) > 0.
The length of the results returned by convol, correl, and covar is [length(vx) + length(vy)] - 1.
The length of the result returned by deconv is [length(vz) - length(vx)]+1.
The length of the result returned by lcorr is the same as vx.
All functions make use of the FFT algorithm and zero-padding.