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kasumi
2008 Jul 25
1
transcript a matlab code in R
...ram of data x accoding to the definition
%
% Ixx(k) = w(x)*conj(w(x)),
%
% where
% N
% w(k) = (2*pi*n)^(-1/2) sum x(t)*exp(i*2*pi*(k-1)*t/N), 1 <= k <=
N.
% t=1
%
% Katsumi Shimotsu, April 1999
%
% INPUT x: data (n*1 vector)
% m: truncation number
% d: parameter value
%____________________________________________________________________________
[n,nn] = size(x);
t = (0:1:n-1)';
lambda = 2*pi*t/n;
wx = (2*pi*n)^(-1/2)*conj(...