自相关函数的matlab完全表达
时间: 2024-08-14 22:09:16 浏览: 101
在MATLAB中,自相关函数(Autocorrelation Function, ACF)通常通过`xcorr`函数或`autocorr`函数来计算。这两个函数的基本语法是:
1. **使用`xcorr`函数**:
```matlab
[R, lags] = xcorr(x, 'coeff'); % x是输入时间序列
```
`lags`返回的是滞后值,`R`是自相关系数矩阵,每一列对应一个滞后级别的ACF值。
2. **使用`autocorr`函数** (类似于上面提到的例子):
```matlab
R_target = autocorr(x, 'Method', 'unbiased'); % 或者 'biased' 根据是否去偏移
```
'Method'选项可以设置为'unbiased'(无偏估计)或'biased'(有偏估计,默认值)。
完整的表达式可能会加入窗口大小、填充模式等额外参数,例如:
```matlab
[R, lags] = xcorr(x, 'coeff', 'MaxLags', M, 'Padding', 'same');
```
这里`MaxLags`确定了计算自相关性的最大滞后步长,而`Padding`设置了数据如何在两端进行对齐。
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