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IDL autocorrelation function [message #49124]

Wed, 21 June 2006 07:11

yveltje
Messages: 1
Registered: June 2006

Junior Member

hi!

I need to calculate the autocorrelation function "g" of some signal
"S", the latter being vector with N elements. I did:

lag = indgen( N )
g = a_correlate( S, lag )

This works fine for relatively small N, but above ~ 4,000,000 it says
something like:
subscript of S : low>0, high<N-1 etc.....

I cannot see in a_correlate.pro why it does this.
I have also tried using the FFT which a lot faster and looks good but
somehow the normalisation is not the same. This all might be simple but
I am useless with discrete fourier transform. :)

Any suggestions??

Thanx
Yves.

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