%------------------------------------------------------------------------
% exa100800_xcov.m,  to test xcov.m  ;
%------------------------------------------------------------------------
clear;

 N=256;
 f=.1;a1=5;a2=3;
 Mlag=N/4;

 % 產(chǎn)生兩個(gè)正弦加白噪聲的數(shù)據(jù)；
 x=a1*sin(2*pi*f*(0:N-1))+2*randn(1,N);
 y=a2*sin(2*pi*f*(0:N-1))+randn(1,N);
 subplot(3,1,1);
 plot(x(1:N/2));grid on;
 subplot(3,1,2);
 plot(y(1:N/2));grid on;
 
 % 求這兩個(gè)數(shù)據(jù)向量的協(xié)方差函數(shù)；
 covxy=xcov(x,y,Mlag,'biased');
 subplot(3,1,3);
 plot((-Mlag:1:Mlag),covxy);