dsp-0.2.5: Haskell Digital Signal Processing

Copyright(c) Matthew Donadio 2003
LicenseGPL
Maintainerm.p.donadio@ieee.org
Stabilityexperimental
Portabilityportable
Safe HaskellSafe
LanguageHaskell98

DSP.Correlation

Description

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.

Synopsis

Documentation

rxy Source #

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 Source #

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 Source #

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 Source #

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

k

-> Complex b

R_xx[k]

raw auto-correllation

rxx_b Source #

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 Source #

Arguments

:: (Ix a, Integral a, RealFloat b) 
=> Array a (Complex b)

x

-> a

k

-> Complex b

R_xx[k] / (N-k)

unbiased auto-correllation