Fwd: Potential serious problem with xcorr

[JuanPi]

Hi Mike,

Just wanted to ask you something regarding xcorr in signal.
First of all, I get the same apparent mistake with matlab online, so
nothing to worry on that level.
However, have a look at the output of this code:
N    = 256;
t    = linspace (0, 1, N).' * 2 * pi;
dt   = t(2) - t(1);
freq = 3;
x    = sin (freq * t);
y    = x.^2;

[C lag] = xcorr (x, y);
Cw      = arrayfun (@(i)sum (x .* circshift (y, i)), lag.');

plot(lag, C, lag, Cw)

indeed the equivalence is obtained with

plot(lag, C, lag, cumtrapz(lag, Cw.*sign(lag.')))

So the C obtained with xcorr is sort of the integral of the actual
result for periodic signals.

I find this gross difference whenever I use periodic signals (both x and y).
I think the issue comes from the fact that xcorr is padding with
zeros, but here the signals are actually periodic.

Don't you think it would be nice to offer a warning about this in the
doc (which needs some fixing, will send patch), and maybe offer
xcorr_periodic or something like that for the case in which the
signals are periodic?

Regards,


--
JuanPi Carbajal
https://goo.gl/ayiJzi

-----
“An article about computational result is advertising, not
scholarship. The actual scholarship is the full software environment,
code and data, that produced  the  result.”
- Buckheit and Donoho


-- 
JuanPi Carbajal
https://goo.gl/ayiJzi

-----
“An article about computational result is advertising, not
scholarship. The actual scholarship is the full software environment,
code and data, that produced  the  result.”
- Buckheit and Donoho