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Generating 2D autocorrelation matrix

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Gravy1405

Electrical
Mar 13, 2005
1
Hi,

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
 
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