Signal Processing Toolbox

Multiple Channels

For a multichannel signal, xcorr and xcov estimate the autocorrelation and cross-correlation and covariance sequences for all of the channels at once. If S is an M-by-N signal matrix representing N channels in its columns, xcorr(S) returns a (2M-1)-by-N² matrix with the autocorrelations and cross-correlations of the channels of S in its N² columns. If S is a three-channel signal

S = [s1 s2 s3]

then the result of xcorr(S) is organized as

R = [Rs1s1 Rs1s2 Rs1s3 Rs2s1 Rs2s2 Rs2s3 Rs3s1 Rs3s2 Rs3s3]

Two related functions, cov and corrcoef, are available in the standard MATLAB environment. They estimate covariance and normalized covariance respectively between the different channels at lag 0 and arrange them in a square matrix.

Bias and Normalization

Spectral Analysis