Documentation of covf2

Global Index (short | long) | Local contents | Local Index (short | long)

Function Synopsis

R=covf2(z,M)

Help text

COVF2   Computes covariance function estimates

   R = covf2(Z,M)

   The routine is a subroutine to COVF. See COVF for further
   details.

Cross-Reference Information

	This function is called by
	covf

Listing of function covf2

function R=covf2(z,M)

%   L. Ljung 10-1-86,11-11-94
%   Copyright (c) 1986-98 by The MathWorks, Inc.
%   $Revision: 2.3 $  $Date: 1997/12/02 03:43:43 $

[N,nz]=size(z);
z=[z;zeros(M,nz)];
j=[1:N];
for k=1:M
a=z(j,:)'*z(j+k-1,:);
R(:,k)=conj(a(:))/N;
end