--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/freqCorr.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,47 @@
+% FREQCORR Compute correlation between frequency bins
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% FREQCORR Compute correlation between frequency bins of a spectral
+% estimation given the data window
+% 
+% CALL 
+% 
+% Gf = utils.math.freqCorr(w,eta,T)
+% 
+% INPUT
+% 
+% - w, window samples, Nx1 double, N must be the effective length of the
+% segments used for spectral estimation. E.g. For a periodogram N is equal
+% to the length of the data series. For a WOSA estimation N is the length
+% of each averaging segment.
+% - eta, frequency lag in Hz, 1x1 double
+% - T, sampling time in seconds, 1x1 double
+% 
+% REFERENCES
+% 
+% D. B. Percival and A. T. Walden, Spectral Analysis for Physical
+% Applications (Cambridge University Press, Cambridge, 1993) p 231.
+% 
+% L Ferraioli 09-03-2011
+%
+% $Id: freqCorr.m,v 1.1 2011/03/28 16:37:23 luigi Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function R = freqCorr(w,eta,T)
+  
+  Ns = numel(w);
+  % willing to work with columns
+  [nn,mm] = size(w);
+  if nn<mm
+    w = w.';
+  end
+  % make suqre integrable
+  a = sqrt(sum(w.^2));
+  w = w./a;
+
+  t = 1:Ns;
+
+  ww = w.*w;
+  hh = exp(-1i.*2.*pi.*t.*T.*eta)*ww;
+  R = abs(hh)^2;
+  
+
+end
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