clear
N=1024 %长度
Fs=500 %采样频率
n=0:N-1
t=n/Fs %时间序列
a1=5%信号幅度
a2=5
d=2%延迟点数
x1=a1*cos(2*pi*10*n/Fs)%信号1
x1=x1+randn(size(x1)) %加噪声
x2=a2*cos(2*pi*10*(n+d)/Fs)%信号2
x2=x2+randn(size(x2))
subplot(211)
plot(t,x1,'r')
axis([-0.2 1.5 -6 6])
hold on
plot(t,x2,':')
axis([-0.2 1.5 -6 6])
legend('x1信号', 'x2信号')
xlabel('时间/s')ylabel('x1(t) x2(t)')
title('原始信号')grid on
hold off
%互相关函数
X1=fft(x1,N)
X2=fft(x2,N)
Sxy=X1.*conj(X2)
Cxy=fftshift(ifft(Sxy))
%Cxy=fftshift(real(ifft(Sxy)))
subplot(212)
plot(t,Cxy,'b')
title('互相关函数')xlabel('时间/s')ylabel('Rx1x2(t)')grid on
1。互相关就是corrcoef,a = [1 0 0 0 1 1 1 0]
b = [1 1 1 0 1 0 1 0]
min(min(corrcoef(a, b)))就是二者的互相关系数, 画图你自己画
2. 只要长度相等就没事。
#include <math.h>#define M_PI3.14159265358979323846
#define FALSE0
#define TRUE1
#define BIG1e10
#define SMALL1e-10
typedef struct {
float r, i
} complex
/* FAST CORRELATION OF X(0:L) AND Y(0:L). FINDS RXY(0) THRU RXY(NMAX). */
/* L=LAST INDEX IN BOTH X AND Y. MUST BE (POWER OF 2)+1 AND AT LEAST 5. */
/* ITYPE=TYPE OF CORRELATION=0 IF X AND Y ARE THE SAME VECTOR (AUTO- */
/* CORRELATION), OR NOT 0 IF X AND Y ARE DIFFERENT VECTORS. */
/* NMAX=MAXIMUM LAG OF INTEREST IN THE CORRELATION FUNCTION. */
/* FFT LENGTH ,N, USED INTERNALLY, IS L-1. */
/* LET K=INDEX OF FIRST NONZERO SAMPLE IN Y(0)---Y(N-1). THEN X(0) */
/* 到 X(N-1) MUST INCLUDE PADDING OF AT LEAST NMAX-K ZEROS. */
/* CORRELATION FUNCTION, RXY, REPLACES X(0) THRU X(NMAX). */
/* Y(0) THRU Y(L) IS REPLACED BY ITS FFT, COMPUTED USING SPFFTR. */
/* IERROR=0 NO ERROR DETECTED */
/*1 L-1 NOT A POWER OF 2 */
/*2 NMAX OUT OF RANGE */
/*3 INADEQUATE ZERO */
void spcorr(float *x, float *y, long *l, long *type, long *nmax, long *error)
/*
x:序列X;
y:序列Y;
l:序列X与序列Y的长度,不小5,且要为2的幂次方;
type:相关的类型,0:表示X与Y序列相同,其它值:X与Y序列不相同
nmax:相关的最大时延;
error:运行出错提示;0:无错;1:数据长度不是2的幂次方;2:时延超界;3:无足够零填充出错
*/
{
long j, k, m, n//n:FFT长度;k:序列Y中的首个非零样本的位置序号;在序列Y中必须最少包含有(nmax-k)零填充。
complex cx
float test
n = *l - 1
if (*nmax <0 || *nmax >= n)
{
*error = 2
return
}
test = (float) n
test /= 2.0
while ((test - 2.0) >0.0)
{
test /= 2.0
}
if ((test - 2.0) == 0)
{
for (k = 0 k <n &&y[k] == 0.0 ++k)
for (j = n - 1 j >= 0 &&x[j] == 0.0 --j)
if ((n - 1 - j) <(*nmax - k))
{
*error = 3
return
}
spfftr(x, &n)//对X序列FFT变换
if (*type != 0)
{
spfftr(y, &n)//如果X、Y是相同序列,则对Y序列也进行FFT
}
for (m = 0 m <= (n / 2) ++m)
{
cx.r = x[m * 2] * y[m * 2] - -x[(m * 2) + 1] * y[(m * 2) + 1]
cx.i = x[m * 2] * y[(m * 2) + 1] + -x[(m * 2) + 1] * y[m * 2]
x[m * 2] = cx.r / n
x[(m * 2) + 1] = cx.i / n
}
spiftr(x, &n)
*error = 0
}
else if ((test - 2.0) <0.0)
{
*error = 1
}
return
} /* spcorr */
/* SPFFTR 11/12/85 */
/* FFT ROUTINE FOR REAL TIME SERIES (X) WITH N=2**K SAMPLES. */
/* COMPUTATION IS IN PLACE, OUTPUT REPLACES INPUT. */
/* INPUT: REAL VECTOR X(0:N+1) WITH REAL DATA SEQUENCE IN FIRST N */
/* ELEMENTSANYTHING IN LAST 2. NOTE: X MAY BE DECLARED */
/* REAL IN MAIN PROGRAM PROVIDED THIS ROUTINE IS COMPILED */
/* SEPARATELY ... COMPLEX OUTPUT REPLACES REAL INPUT HERE. */
/* OUTPUT: COMPLEX VECTOR XX(O:N/2), SUCH THAT X(0)=REAL(XX(0)),X(1)= */
/* IMAG(XX(0)), X(2)=REAL(XX(1)), ..., X(N+1)=IMAG(XX(N/2). */
/* IMPORTANT: N MUST BE AT LEAST 4 AND MUST BE A POWER OF 2. */
//FFT计算函数
void spfftr(complex *x, long *n)
{
/* Builtin functions */
void r_cnjg()
/* Local variables */
void spfftc()
long m, tmp_int
complex u, tmp, tmp_complex
float tpn, tmp_float
tpn = (float) (2.0 * M_PI / (double) *n)
tmp_int = *n / 2
spfftc(x, &tmp_int, &neg_i1)
x[*n / 2].r = x[0].r
x[*n / 2].i = x[0].i
for (m = 0 m <= (*n / 4) ++m)
{
u.r = (float) sin((double) m * tpn)
u.i = (float) cos((double) m * tpn)
r_cnjg(&tmp_complex, &x[*n / 2 - m])
tmp.r = (((1.0 + u.r) * x[m].r - u.i * x[m].i)
+ (1.0 - u.r) * tmp_complex.r - -u.i * tmp_complex.i) / 2.0
tmp.i = (((1.0 + u.r) * x[m].i + u.i * x[m].r)
+ (1.0 - u.r) * tmp_complex.i + -u.i * tmp_complex.r) / 2.0
tmp_float = ((1.0 - u.r) * x[m].r - -u.i * x[m].i
+ (1.0 + u.r) * tmp_complex.r - u.i * tmp_complex.i) / 2.0
x[m].i = ((1.0 - u.r) * x[m].i + -u.i * x[m].r
+ (1.0 + u.r) * tmp_complex.i + u.i * tmp_complex.r) / 2.0
x[m].r = tmp_float
r_cnjg(&x[*n / 2 - m], &tmp)
}
return
} /* spfftr */
/* SPIFTR 02/20/87 */
/* INVERSE FFT OF THE COMPLEX SPECTRUM OF A REAL TIME SERIES. */
/* X AND N ARE THE SAME AS IN SPFFTR. IMPORTANT: N MUST BE A POWER */
/* OF 2 AND X MUST BE DIMENSIONED X(0:N+1) (REAL ARRAY, NOT COMPLEX). */
/* THIS ROUTINE TRANSFORMS THE OUTPUT OF SPFFTR BACK INTO THE INPUT, */
/* SCALED BY N. COMPUTATION IS IN PLACE, AS IN SPFFTR. */
//逆FFT变换函数
void spiftr(complex *x, long *n)
{
long m, tmp_int
complex u, tmp_complex, tmp
float tpn, tmp_float
tpn = (float) (2.0 * M_PI / (double) *n)
for (m = 0 m <= (*n / 4) ++m)
{
u.r = (float) sin((double) m * tpn)
u.i = (float) -cos((double) m * tpn)
r_cnjg(&tmp_complex, &x[*n / 2 - m])
tmp.r = ((1.0 + u.r) * x[m].r - u.i * x[m].i)
+ ((1.0 - u.r) * tmp_complex.r - -u.i * tmp_complex.i)
tmp.i = ((1.0 + u.r) * x[m].i + u.i * x[m].r)
+ ((1.0 - u.r) * tmp_complex.i + -u.i * tmp_complex.r)
r_cnjg(&tmp_complex, &x[*n / 2 - m])
tmp_float = ((1.0 - u.r) * x[m].r - -u.i * x[m].i)
+ ((1.0 + u.r) * tmp_complex.r - u.i * tmp_complex.i)
x[m].i = ((1.0 - u.r) * x[m].i + -u.i * x[m].r)
+ ((1.0 + u.r) * tmp_complex.i + u.i * tmp_complex.r)
x[m].r = tmp_float
r_cnjg(&x[*n / 2 - m], &tmp)
}
tmp_int = *n / 2
spfftc(x, &tmp_int, &pos_i1)
return
} /* spiftr *
void r_cnjg(complex *r, complex *z)
{
r->r = z->r
r->i = -z->i
}
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