[Octave-bug-tracker] [bug #60076] signal xcorr bug for large datasets

[Mark van Rossum]

URL:
  <https://savannah.gnu.org/bugs/?60076>

                 Summary: signal xcorr bug for large datasets
                 Project: GNU Octave
            Submitted by: cosine
            Submitted on: Thu 18 Feb 2021 05:50:57 PM UTC
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: 5.2.0
         Discussion Lock: Any
        Operating System: GNU/Linux

    _______________________________________________________

Details:

Hi

The attached file creates a telegraph noise process (a timeseries that flips
between two values).

Matlab produces the expected outcome when calling 'xcov' or 'xcorr',
but with Octave's signal-1.4.1 package I get wild fluctuations in the plot.

For simple tests such as
a=1:10; xcorr(a,a,'unbiased')
Matlab and Octave return the same result.

Mark



    _______________________________________________________

File Attachments:


-------------------------------------------------------
Date: Thu 18 Feb 2021 05:50:57 PM UTC  Name: telegraph_noise_bug.m  Size: 477B
  By: cosine
script showing the effect
<http://savannah.gnu.org/bugs/download.php?file_id=50879>

    _______________________________________________________

Reply to this item at:

  <https://savannah.gnu.org/bugs/?60076>

_______________________________________________
  Message sent via Savannah
  https://savannah.gnu.org/