function???y_cum?=?cum2est?（y?maxlag?nsamp?overlap?flag）
%CUM2EST?Covariance?function.
%	Should?be?involed?via?“CUMEST“?for?proper?parameter?checks.
%	y_cum?=?cum2est?（y?maxlag?samp_seg?overlap??flag）

%	???????y:?input?data?vector?（column）
%	??maxlag:?maximum?lag?to?be?computed
%	samp_seg:?samples?per?segment?（<=0?means?no?segmentation）
%	?overlap:?percentage?overlap?of?segments
%	????flag:?‘biased‘?biased?estimates?are?computed
%	??????????‘unbiased‘?unbiased?estimates?are?computed.
%	???y_cum:?estimated?covariance
%	??????????C2（m）??-maxlag?<=?m?<=?maxlag
%	all?parameters?must?be?specified!


%??Copyright?（c）?1992-96??United?Signals?&?Systems?Inc.?and?The?Mathworks?Inc.
%???????$Revision:?1.3?$
%??A.?Swami???January?20?1993


%?????RESTRICTED?RIGHTS?LEGEND
%?Use?duplication?or?disclosure?by?the?Government?is?subject?to
%?restrictions?as?set?forth?in?subparagraph?（c）?（1）?（ii）?of?the
%?Rights?in?Technical?Data?and?Computer?Software?clause?of?DFARS
%?252.227-7013.
%?Manufacturer:?United?Signals?&?Systems?Inc.?P.O.?Box?2374
%?Culver?City?California?90231.
%
%??This?material?may?be?reproduced?by?or?for?the?U.S.?Government?pursuant
%??to?the?copyright?license?under?the?clause?at?DFARS?252.227-7013.

%?C2（m）?:=?E?conj（x（n））?x（n+k）

%?----------??parameter?checks?are?done?by?CUMEST??----------------

???[n1n2]?=?size（y）;????N?=?n1*n2;

???overlap??=?fix（overlap/100?*?nsamp）;
???nrecord??=?fix（?（N?-?overlap）/（nsamp?-?overlap）?）;
???nadvance?=?nsamp?-?overlap;

???y_cum????=?zeros（maxlag+11）;
???ind?=?1:nsamp;

???for?i=1:nrecord
???????x?=?y（ind）;?x?=?x（:）?-?mean（x）;?????%?make?sure?we?have?a?colvec
???????for?k?=?0:maxlag
???????????y_cum（k+1）?=?y_cum（k+1）?+?x（[1:nsamp-k]）‘?*?x（[k+1:nsamp]）;
???????end
???????ind?=?ind?+?nadvance;
???end
???if?（flag（1:1）?==?‘b‘?|?flag（1:1）?==?‘B‘）
???????y_cum?=?y_cum?/?（nsamp*nrecord）;
???else
???????y_cum?=?y_cum?./?（nrecord?*?（nsamp-[0:maxlag]‘?））;
???end
???if?maxlag?>?0
??????y_cum?=?[conj（y_cum（maxlag+1:-1:2））;?y_cum];
???end

return

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????4482??1997-05-26?11:22??cum4est.m

?????文件???????2783??1997-05-26?11:22??cumest.m

?????文件???????2089??1997-05-26?11:22??cum2est.m

?????文件???????2921??1997-05-26?11:22??cum3est.m

?????文件????????231??2010-12-31?11:46??說明.txt

-----------?---------??----------?-----??----

????????????????12506????????????????????5