expected value formula in xcorr

Hi all,

when I use the xcorr, the formula used in matlab is C(m) = E[A(n+m)*conj(B(n))] = E[A(n)*conj(B(n-m))] where E is the expected value.

I have seen that matlab does not have a function $expected value", so I was wandering which is the real formula behind xcorr.

Thank you in advance

[Star Strider]

It appears to be the summation right below that, in the More About section.

[Bjorn Gustavsson]

In my (oldish) version of matlab the xcorr function is a regular .m-file open for inspection. The heavy lifting is done by fft-ifft.

Answer 1

[Navya Seelam]

Hi,

By default, “xcorr” computes raw correlations by summation with no normalization.

For more details on working of “xcorr” here:

https://www.mathworks.com/help/matlab/ref/xcorr.html?s_tid=doc_ta#mw_ff426c84-793b-4341-86f0-077eba46eb22