Files
jens b3924ead7d - 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

8 lines
191 B
Matlab

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