cov_swdft_cnum {swdft}

Covariance between two complex-numbered outputs

Description

Covariance between two complex-numbered outputs

Usage

cov_swdft_cnum(k, l, delta, n, sigma)

Arguments

k

frequency of first coefficient

l

frequency of second coefficient

delta

window position shift of second coefficient

n

window size

sigma

white noise standard error

Value

complex-valued number of the covariance