- added Wiener stuff

git-svn-id: http://moon:8086/svn/matlab/trunk@40 801c6759-fa7c-4059-a304-17956f83a07c
2015-04-29 19:23:29 +00:00
parent 46640e7e4e
commit b3924ead7d
5 changed files with 152 additions and 0 deletions
@@ -0,0 +1,7 @@
+function Rxy = jcorr(X, Y)
+    N = min(length(X), length(Y));
+%    X = X - mean(X);
+%    Y = Y - mean(Y);
+    for m=0:N-1
+        Rxy(m+1,:) = sum(X(1+m:N) .* conj(Y(1:N-m)));
+    end