dsp-0.2.2: Haskell Digital Signal Processing

Portabilityportable
Stabilityexperimental
Maintainerm.p.donadio@ieee.org
Safe HaskellSafe-Inferred

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

rxySource

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_bSource

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_uSource

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

rxxSource

Arguments

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

x

-> a

k

-> Complex b

R_xx[k]

raw auto-correllation

rxx_bSource

Arguments

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

x

-> a

k

-> Complex b

R_xx[k] / N

biased auto-correllation

rxx_uSource

Arguments

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

x

-> a

k

-> Complex b

R_xx[k] / (N-k)

unbiased auto-correllation