Autocorrelation (DSP Blockset)

Compute the autocorrelation of a vector input.

Library

Vector Functions, in Math Functions

Description

The Autocorrelation block computes the autocorrelation of a vector input. For a length-M input u (indexed from 1 to M), the block output, y, is a vector of length l+1 with elements

where u is zero when indexed outside of its valid range, and l is specified by the Maximum positive lag parameter. A value of -1 for this parameter indicates that the correlation should be computed for all positive lags (l=M). A matrix input, u, is treated as a vector, u(:).

Use the Scaling parameter to select from the following correlation scaling options:

None. Outputs the raw autocorrelation with no normalization, as shown for y(n) above. This is the default.
Biased. Outputs the biased estimate of the autocorrelation:
Unbiased. Outputs the unbiased estimate of the autocorrelation:
Unity at zero-lag. Normalizes the estimate of the autocorrelation so that the element at zero lag is identically 1:

Note
If you expect to generate code for the Autocorrelation block using the Real-Time Workshop, you should ensure that inputs are contiguous in memory. See the Contiguous Copy block for more information.

Dialog Box

Maximum positive lag: The maximum positive lag for the autocorrelation.
Scaling: The type of scaling for the autocorrelation: None, Biased, Unbiased, or Unity at zero-lag. This parameter is not tunable in Simulink's external mode.