DSP Blockset

Autocorrelation

Compute the autocorrelation of a vector input.

Library

Statistics

Description

The Autocorrelation block computes the autocorrelation of each column (channel) in an M-by-N input matrix u. Matrix inputs must be frame-based. The result, y, is a frame-based (l+1)-by-N matrix whose jth column has elements

where * denotes the complex conjugate, and l represents the maximum lag. Note that y_1,j is the zero-lag element in the jth column. When All positive 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 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:

• None - Generates the raw autocorrelation, yi,j, without normalization.
• Biased - Generates the biased estimate of the autocorrelation.

• Unbiased - Generates the unbiased estimate of the autocorrelation.

• Unity at zero-lag - Normalizes the estimate of the autocorrelation for each channel so that the zero-lag sum is identically 1.

Dialog Box

All positive lags

When selected, computes the autocorrelation over all M+1 positive lags.

Maximum positive lag

The maximum positive lag, l, for the autocorrelation. This parameter is enabled when the All positive lags check box is unselected.

Scaling

The type of scaling for the autocorrelation: None, Biased, Unbiased, or Unity at zero-lag. Tunable, except in Simulink's external mode.

See Also

Correlation	DSP Blockset
xcorr	Signal Processing Toolbox

Analytic Signal

Autocorrelation LPC