How to type an auto-correlation function in MATLAB

I am trying to type the following equation into MATLAB as a basis to calculate autocorrelation values. How would I go about writing this equation as a function?

1 Comment

Try Matlab documentation (e.g.https://uk.mathworks.com/help/matlab/ref/xcorr.html). Come back if you have a specific question or something that did not work.

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 Accepted Answer

Chunru
Chunru on 15 Apr 2021
Edited: Chunru on 15 Apr 2021
Try the following
N=1000;
x = randn(N+1, 1);
M = 20;
R = zeros(M+1, 1);
for n=0:M
for k=0:N-n
R(n+1) = R(n+1) + x(k+1) * x(k+n+1);
end
R(n+1) = R(n+1) / (N-n+1);
end

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