AutoCorrMtrx
Advanced Analysis Library Only
AnalysisLibErrType AutoCorrMtrx (double inputArray[], ssize_t numberOfElements, ssize_t order, int method, void *autocorrelation);
Purpose
Computes the autocorrelation matrix of the input array inputArray. AutoCorrMtrx obtains the norm using the following formula:
where A is the autocorrelation matrix, R is the data matrix, and s is the normalization factor. RH is the conjugate transpose of matrix R.
If method is AUTO_CORR_AUTOCORRELATION, R is a matrix of size (N+k)-by-(k+1) defined as follows.
where xi is the i-th element in inputArray, N is the length of inputArray, and k is the order. The normalization factor, s, is equal to N.
If method is AUTO_CORR_PRE_WINDOWED, R is a matrix of size N-by-(k+1) defined as follows.
The normalization factor, s, is equal to N.
If method is AUTO_CORR_POST_WINDOWED, R is a matrix of size N-by-(k+1) defined as follows.
The normalization factor, s, is equal to N. If method is AUTO_CORR_COVARIANCE_MATRIX, R is a matrix of size (N-k)-by-(k+1) defined as follows.
The normalization factor, s, is equal to N-k.
If method is AUTO_CORR_MODIFIED_COVARIANCE, R is a matrix of size 2(N-k)-by-(k+1) defined as follows.
where xi* is the complex conjugate of xi. The normalization factor, s, is equal to 2*(N-k).
Parameters
| Input | ||||||||||||||||||||
| Name | Type | Description | ||||||||||||||||||
| inputArray | double [] | The input array. | ||||||||||||||||||
| numberOfElements | ssize_t | Number of elements in inputArray. | ||||||||||||||||||
| order | ssize_t | The order of the autocorrelation. order must be greater than or equal to zero. |
||||||||||||||||||
| method | int | The method used to compute the autocorrelation matrix. Specify one of the following methods:
|
||||||||||||||||||
| Output | ||||||||||||||||||||
| Name | Type | Description | ||||||||||||||||||
| autocorrelation | void | The autocorrelation matrix of input array inputArray. The size of the autocorrelation is (order + 1)-by-(order + 1). | ||||||||||||||||||
Return Value
| Name | Type | Description |
| status | AnalysisLibErrType | A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants. |
Additional Information
Library: Advanced Analysis Library
Include file: analysis.h
LabWindows/CVI compatibility: LabWindows/CVI 2012 and later