DSP.Correlation
 Portability portable Stability experimental Maintainer m.p.donadio@ieee.org
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
Documentation
rxy
 :: (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
 :: (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
 :: (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
 :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) x -> a k -> Complex b R_xx[k] raw auto-correllation
rxx_b
 :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) x -> a k -> Complex b R_xx[k] / N biased auto-correllation
rxx_u
 :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) x -> a k -> Complex b R_xx[k] / (N-k) unbiased auto-correllation