--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/overlapCorr.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,63 @@
+% OVERLAPCORR Compute correlation introduced by segment overlapping
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% OVERLAPCORR Compute correlation introduced by segment overlapping in WOSA
+% spectral estimations. It estimates the term contributing to the variance
+% because of segment overlapping.
+% 
+% CALL 
+% 
+% R = utils.math.overlapCorr(w,N,T)
+% [R,n] = utils.math.overlapCorr(w,N,T)
+% 
+% INPUT
+% 
+% - w, window samples, Nsx1 double, Ns must be the effective length of the
+% segments used for spectral estimation. E.g. For a periodogram Ns is equal
+% to the length of the data series. For a WOSA estimation Ns is the length
+% of each averaging segment.
+% - N total length of data series, 1x1 double
+% - navs, number of averages, 1x1 double
+% 
+% REFERENCES
+% 
+% D. B. Percival and A. T. Walden, Spectral Analysis for Physical
+% Applications (Cambridge University Press, Cambridge, 1993) p 292.
+% 
+% L Ferraioli 09-03-2011
+%
+% $Id: overlapCorr.m,v 1.1 2011/03/28 16:37:23 luigi Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function varargout = overlapCorr(w,N,navs)
+  
+  Ns = numel(w);
+  % willing to work with columns
+  [nn,mm] = size(w);
+  if nn<mm
+    w = w.';
+  end
+  
+  % make suaqre integrable
+  a = sqrt(sum(w.^2));
+  w = w./a;
+
+  n = floor((N-Ns)/(navs-1));
+  win = [w; zeros((navs-1)*n,1)];
+  
+  R = 0;
+  for kk=1:navs-1
+    ew = zeros(size(win));
+    ew(kk*n+1:kk*n+Ns) = win(1:Ns);
+      
+    R = R + (navs-kk)*abs(win.'*ew)^2;   
+  end
+  R = R./navs^2;
+  
+  if nargout == 1
+    varargout{1} = R;
+  else
+    varargout{1} = R;
+    varargout{2} = n;
+  end
+  
+
+end
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