I am trying to work through the Cyclostationary Blog to create a cyclic autocorrelation function:
I have been given the above equation to determine the cyclic autocorrelation function where tau is the lags for the overlap for the autocorrelation function and alphas are the cyclic frequencies, which are varying from -0.5 to 0.5 in increments 0.1.
The problem occurs when I need to apply this to a discrete set of data... Which all data on a computer should be ?
The blog gives this explanation:
If I use a discrete set of data with 10 values, 1,2,3,4,5,6,7,8,9,10. I can get the Autocorrelation from (11) using alpha as zero (just to try first) and lags from -10 to 10:
But I don't understand what he means when he says Asymmetric, at first I thought just one sided, tau = 0,1,2,3,4 etc. However (14) says that I need to multiply (11) by a complex exponential.
Why? I would ask on the blog, but most people have asked the same question and it hasn't been explained well.
