cov_swdft_cnum: 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
sigma
white noise standard error
Value
complex-valued number of the covariance