DSP.Correlation

This module contains routines to perform cross- and auto-correlation. These formulas can be found in most DSP textbooks.

In the following routines, x and y are assumed to be of the same length.

Documentation

rxy

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> Array a (Complex b)

y

-> a

k

-> Complex b

R_xy[k]

raw cross-correllation

rxy_b

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> Array a (Complex b)

y

-> a

k

-> Complex b

R_xy[k] / N

biased cross-correllation

rxy_u

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> Array a (Complex b)

y

-> a

k

-> Complex b

R_xy[k] / (N-k)

unbiased cross-correllation

rxx

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> a

k

-> Complex b

R_xx[k]

raw auto-correllation

rxx_b

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> a

k

-> Complex b

R_xx[k] / N

biased auto-correllation

rxx_u

Arguments

:: (Ix a, Integral a, RealFloat b)

=> Array a (Complex b)

x

-> a

k

-> Complex b

R_xx[k] / (N-k)

unbiased auto-correllation

test :: Bool