[Octave-bug-tracker] [bug #46373] signal package: documentation of xcorr misleading

[Mirko Scholz]

URL:
  <http://savannah.gnu.org/bugs/?46373>

                 Summary: signal package: documentation of xcorr misleading
                 Project: GNU Octave
            Submitted by: srtlg
            Submitted on: Tue 03 Nov 2015 09:52:24 PM GMT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Documentation
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: other
        Operating System: Any

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Details:

The documentation of the latest (1.3.2) it states that
none: return the unscaled correlation, R
biased: return the biased average, R/N
unbiased: return the unbiased average, R(k)/(N-|k|)
this is incorrect with the definition of R(k) given above: R_k = sum_i =
x_{k+i} conj(y_i)

Just execute the following and substitute calculate R_k manually given the
above definition.


a = ones(1,5)
xcorr(a,'none')
xcorr(a,'biased')
xcorr(a,'unbiased')


Even though looking at the source the divisions are actually done that way, I
assume that has something to do with the implementation as FFT





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