Get autocorrelation function (ACF) two various ways
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Hello!
I would like to find ACF from signal
first_step=0;
step_t=0.01;
last_step=1;
N_=101;
t=first_step:step_t:last_step;
y= 10*sin(2*pi*30*t) ;
and since I have signal I do:
AutoCorr_func=autocorr(y,N_-1 );% need 101 points
which gives me this
also assuming that ACF is an integral of multiplying two function (one is original signal, another - signal with shifted argument to tau) My second way:
tau=0.1;
y1= 10*sin(2*pi*30*(t+tau)) ;
Y=y1.*y;
AutoCorr_func = cumtrapz(Y,t);
which gives me another result:
and both seems to be wrong. What is incorrect in my actions? How to do it right? Thank you!
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