English
- function [Rx]=Rx_est(X,M)
- % [Rx]=Rx_est(X,M)
- % RX_EST estimates the autocorrelation of the sequence of random
- % variables given in X. Only Rx(0), Rx(1), ... , Rx(M) are computed.
- % Note that Rx(m) actually means Rx(m-1).
- N=length(X);
- Rx=zeros(1,M+1);
- for m=1:M+1,
- for n=1:N-m+1,
- Rx(m)=Rx(m)+X(n)*X(n+m-1);
- end;
- Rx(m)=Rx(m)/(N-m+1);
- end;
