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>------------------------------------------------------------------------
> exa100800_xcov.m, to test xcov.m ;
>------------------------------------------------------------------------
clear;
N=256;
f=.1;a1=5;a2=3;
Mlag=N/4;
> 产生两个正弦加白噪声的数据；
x=a1*sin(2*pi*f*(0:N-1))+2*randn(1,N);
y=a2*sin(2*pi*f*(0:N-1))+randn(1,N);
subplot(3,1,1);
plot(x(1:N/2));grid on;
subplot(3,1,2);
plot(y(1:N/2));grid on;
> 求这两个数据向量的协方差函数；
covxy=xcov(x,y,Mlag,'biased');
subplot(3,1,3);
plot((-Mlag:1:Mlag),covxy);