Fast Third Order Cross-Cumulant calculation
Updated 18 Dec 2014
[Cxyz,Cxyz_std,scale,overlap] = cum3xyz(x,y,z, nsamp, overlap,window)
Performs a fast third order cross cumulant calculation between the three vectors (x,y,z) by relying on matrix multiplication and content management, as opposed to nested for-loops.
Inspired by the work in the Higher Order Spectral Analysis toolbox.
Brian Liswell (2023). Fast Third Order Cross-Cumulant calculation (https://www.mathworks.com/matlabcentral/fileexchange/48789-fast-third-order-cross-cumulant-calculation), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Transforms >
Inspired by: HOSA - Higher Order Spectral Analysis Toolbox
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