Circular Cross Covariance Matlab script

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Circular Cross Covariance - Circular Cross Covariance function estimate. CXCOV Circular Cross Covariance function estimates. CXCOV(a,b), where a and b represent samples taken over time interval T, which is assumed to be a common period of two corresponding periodic signals. a and b are supposed to be length M row vectors, either real or complex.[x,c]=CXCOV(a,b) returns the length M-1 circular cross covariance sequence c with corresponding lags x.The circular cross covariance is the normalized circular cross correlation function of two vectors with their means removed:c(k) = sum[a(n)-mean(a))*conj(b(n k)-mean(b))]/[norm(a-mean(a))*norm(b-mean(b))]; where vector b is shifted CIRCULARLY by k samples.The function doesn't check the format of input vectors a and b! Requirements: · MATLAB Release: R13
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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