Haskell DSP LibrarySource codeParentContentsIndex
DSP.Correlation
Portability portable
Stability experimental
Maintainer m.p.donadio@ieee.org
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
rxy :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
rxy_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
rxy_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b
rxx :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
rxx_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
rxx_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b
Documentation
rxy
:: (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_b
:: (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_u
:: (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
rxx
:: (Ix a, Integral a, RealFloat b)
=> Array a (Complex b) x
-> a k
-> Complex b R_xx[k]
raw auto-correllation
rxx_b
:: (Ix a, Integral a, RealFloat b)
=> Array a (Complex b) x
-> a k
-> Complex b R_xx[k] / N
biased auto-correllation
rxx_u
:: (Ix a, Integral a, RealFloat b)
=> Array a (Complex b) x
-> a k
-> Complex b R_xx[k] / (N-k)
unbiased auto-correllation
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