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To do normalize zero lag co-relation of two matrix columnwise

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Hemen Gogoi
Hemen Gogoi 2020 年 5 月 25 日
Hello Friends,i need a help. I have two matrix of size (912*430)each.I have to perform a normalized zero lag cross-corelation with the formula attaced .
The co-relation have to perform column-wise for each each column of x with the corresponding column in y by taking a sliding window of 10 samples at a time with an overlapping of 9 samples each time ie,1-10,2-11,3-12 and so on till the end of the each columns.
plz help me someone to code this problem. thanks in advance.

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