// Updated (5-4-07) // Covariance computation of zero mean processes // Calculation by convolution // Ref.: pg.164, Digital Control, Prof.Kannan Moudgalya function [xcov,nxcov] = xcovz(x,y) if argn(2) == 1 y = x; end; a = length(x); b = length(y); if a~=b y = [y zeros(1,a-b)]; end; y1 = y(length(y):-1:1); y1 = clean(y1); x1 = clean(x); xcov = convol(x1,y1); xcov = clean(xcov); nxcov = xcov/xcov(a); // Normalized endfunction;