Re: R: autocov and autocor

[Eugeniy Mikhailov]

Hi,

I just checked the matlab output
>> a=[0   0   1   1   0   0];
>> xcorr(a)
ans =
    0.0000         0   -0.0000    0.0000    1.0000    2.0000    1.0000
0.0000   -0.0000         0    0.0000

>> conv(a,a)
ans =
     0     0     0     0     1     2     1     0     0     0     0

So the outputs of the xcorr(a) and conv(a,a) are the same in the  matlab
(version R2010a).


On Thu, Oct 28, 2010 at 10:24:05AM +0100, Marco Atzeri wrote:
> --- Gio 28/10/10, John W. Eaton  ha scritto:
> 
> > Would someone with some signal
> > processing expertise please take a look
> > at the following bug report and comment on the proposed
> > changes?
> > 
> >   https://savannah.gnu.org/bugs/?31474
> > 
> > A google search shows that there have been a few other
> > reports over
> > the years, but I'm surprised that there have not been more
> > since these
> > functions have been in Octave for a dozen years and have
> > not had any
> > changes that affect the numerical results.  So I'm
> > wondering if there
> > is some other definition of autocor and autocov that
> > matches the
> > Octave functions.
> 
> I am not a signal processing expert, I just studied
> this staff long time ago at university, however 
> 
> comparing
> http://en.wikipedia.org/wiki/Autocorrelation
> http://www.mathworks.com/help/toolbox/signal/xcorr.html
> 
> I see that the Octave autocov use the normalized approach;
> while autocorr is just a scaled autocov and it looks wrong.
> While Matlab xcorr use the not normalized approach.
> 
> I guess the best solution is to clarify in the
> documentation how we are calculating autocor and autocov,
> and eventually add also the xcorr.
> 
> However from Matlab documentation, 
> 
> xcorr(x,y) produce a vector with length = length(x)+length(y)-1
> 
> so with 
> a =
> 
>    0   0   1   1   0   0
> 
> xcorr(a) output should be long 11 
> like our convolution:
> 
> conv(a,a)
> ans =
> 
>    0   0   0   0   1   2   1   0   0   0   0
> 
> could someone with matlab verify the output of xcorr(a) ?
> 
> 
> > 
> > Also, these functions are not in Matlab.  Instead, the
> > Matlab signal
> > processing toolbox has xcorr and xcov functions, which I
> > believe do
> > the job that the person who reported the bug expects. 
> > These functions
> > are also in the Octave Forge signal package.  So maybe
> > we should
> > deprecate the autocov and autocor functions from Octave and
> > eventually
> > remove them?  Or should they be fixed as
> > proposed?  If they are, is it
> > possible that there is working code somewhere that depends
> > on the
> > current behavior (i.e., there is an alternate useful
> > definition of
> > autocor and autocov that Octave's current functions
> > implement)?
> > 
> > I'm appending diffs below.
> > 
> > jwe
> > 
> 
> Marco
> 
> 
> 
> 
> 
>       
> 

-- 
Eugeniy E. Mikhailov