Gravy1405
Electrical
- Mar 13, 2005
- 1
Hi,
I would like to generate the autocorelation matrix of the signal:
At the moment I am using::
But this is only giving me a 1-dimensional autocorrelation sequence of size 1x1999(2N-1). But I would like the full 2D square autocorrelation matrix.
ie. Rxx = E{xxT} where T=transpose
Is this possible?
Thanks for your time,
Gravy
I would like to generate the autocorelation matrix of the signal:
Code:
x=randn(1,1000);
At the moment I am using::
Code:
Rxx=xcorr(x,'unbiased');
But this is only giving me a 1-dimensional autocorrelation sequence of size 1x1999(2N-1). But I would like the full 2D square autocorrelation matrix.
ie. Rxx = E{xxT} where T=transpose
Is this possible?
Thanks for your time,
Gravy