| Copyright | (c) Matthew Donadio 2003 |
|---|---|
| License | GPL |
| Maintainer | m.p.donadio@ieee.org |
| Stability | experimental |
| Portability | portable |
| Safe Haskell | Safe |
| Language | Haskell98 |
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
- rxy :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
- rxy_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
- rxy_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
- rxx :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
- rxx_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
- rxx_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
- test :: Bool
Documentation
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
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
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
raw auto-correllation
biased auto-correllation
unbiased auto-correllation