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两种不同的相关系数表达式如何结果不一

发布时间: 2012-12-18 12:43:41 作者: rapoo

两种不同的相关系数表达式怎么结果不一样,怎么回事?
>> a = [1 2 3 4 5]

a =

1 2 3 4 5

>> b = [-2 -1 0 -2 2]

b =

-2 -1 0 -2 2

>> r = xcorr(a, b)

r =

2.0000 2.0000 2.0000 1.0000 -2.0000 -17.0000 -10.0000 -13.0000 -10.0000

>> r1 = xcorr(a)

r1 =

5.0000 14.0000 26.0000 40.0000 55.0000 40.0000 26.0000 14.0000 5.0000

>> r2 = xcorr(b)

r2 =

-4.0000 2.0000 2.0000 -2.0000 13.0000 -2.0000 2.0000 2.0000 -4.0000

>> c = corrcoef(a, b)

c =

1.0000 0.6614
0.6614 1.0000

>> c1 = cov(a, b)

c1 =

2.5000 1.7500
1.7500 2.8000

>> c11 = var(a)

c11 =

2.5000

>> c12 = var(b)

c12 =

2.8000


a = [1, 2, 3, 4, 5] b = [-2 -1 0 -2 2]
mean(a) = 3 mean(b) = -0.6


xcorr(a, b)
c = --------------- 能量Ea = 55, 能量Eb = 13
(Ea x Eb).^0.5

cov(a, b)
c = ------------------------- var(a) = 2.5, var(b) = 2.8
( var(a) x var(b) ).^0.5
[解决办法]
2.5 x 2.8 = 7 7^0.5 = 2.6458 1.75/2.6458 = 0.6614是对的

55 x 13 = 715 715^0.5 = 26.7395 ?/26.7395 = 0.6614
? = 17.6855 那?是什么啊

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