[SciPy-User] Discrete integration with delays

Thomas Fitzpatrick tcf4@njit....
Thu Sep 2 18:02:55 CDT 2010

Can anybody help me with the following equation? It is similar to a correlation,
but I am not sure how this done as scipy's correlation packages are compiled
into a pyd sigtools. I would like to get an array that is the same size as the

Here is the equation I am trying to code:

F(T) = integration[{I(t) + I(t - T)}*E(t)*Econj(t - T)]dt from -inf to +inf
(The code be for a discrete function)

I tried to do it by adapting this autocorrelation function:

N = len(x)
Rxx = np.zeros(N)

for m in range(N):
    for n in range(N-m):
        Rxx[m] = Rxx[m] + x[n]*x[n+m-1]

Here is my attempt:

f1 = np.zeros(N)
for m in range(N):
    for n in range(0, N - m):
        f1[m] = f1[m] + .5*(it[n] + it[n + m])*et[n]*et[n + m]

This works pretty well, but it doesn't return an array of the same size as the
input which is an option for the scipy function 'correlate.'

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