www.pudn.com > Gngauss.rar > Rx_est.m, change:2003-04-13,size:456b


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;