function R=cyclic_autocovariance(x,alpha,max_tau)%% CYCLIC_AUTOCOVARIANCE%              %              calculates the cyclic autocovariance for signal%              x at frequency alpha%             %              R(k*alpha,tau)=E{x(t-tau/2)x(t+tau/2)exp(-jk(alpha)t)}%              for k=0 ... 1/alpha%              Signal x has its periodic average removed%% USAGE%              R=cyclic_autocovariance(x,alpha,max_tau)%%              calculate autocovariance up to max_tau time lags% File: cyclic_autocovariance.m% Last Revised: 24/11/97% Created: 24/11/97% Author: Andrew C. McCormick% (C) University of StrathclydeR=cyclic_cross_covariance(x,x,alpha,max_tau);