ACOVF estimates autocovariance function (not normalized)
NaN's are interpreted as missing values.
[ACF,NN] = acovf(Z,MAXLAG,Mode);
Input:
Z Signal (one channel per row);
MAXLAG maximum lag
Mode 'biased' : normalizes with N
'unbiased': normalizes with N-lag
'coeff' : normalizes such that lag 0 is 1
others : no normalization
Output:
ACF autocovariance function
NN number of valid elements
REFERENCES:
A.V. Oppenheim and R.W. Schafer, Digital Signal Processing, Prentice-Hall, 1975.
S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
J.S. Bendat and A.G.Persol "Random Data: Analysis and Measurement procedures", Wiley, 1986.