Fast Circular Cross Covariance Matlab script

Publisher review:
Fast Circular Cross Covariance - Fast Circular Cross Covariance of two signals CXCOV Circular Cross Covariance function estimates. CXCOV(a,b), where a and b are two signals of the same length, both periodic signals and real.[lags,cc]=CXCOV(a,b) returns the length M-1 circular cross covariance sequence cc with corresponded lags.The circular cross covariance is the normalized circular cross correlation function of two vectors with their means removed:c(k) = sum[a(n)-mean(a))*conj(b(n k)-mean(b))]/[norm(a-mean(a))*norm(b-mean(b))]; where vector b is shifted CIRCULARLY by k samples.The function doesn't check the format of input vectors a and b!For circular correlation and also the slower implementation of Cross Covariance
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Windows / Linux / Mac OS / BSD / Solaris

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