xcorrb

Correlation (biased) between two complex vectors.

Namespace: dsp::fourier

Prototype

auto xcorrb(const Veccf &x, const Veccf &y=Veccf(), int m=-1)

x	First vector
y	Second vector (if not specified, the auto-correlation is computed)
m	Number of delays to be computed (if negative, then take \(m=N\)).

First vector: index of time lags \(n\) (that is \(0, 1, ..., N-1\)), second vector: \(c_n\).

Computes (through FFT): \[ c_n = \frac{1}{N} \cdot \sum_{k=0}^{N-1-k} x_k y^{\star}_{k+n},\ \ n=-m\dots m-1 \]