```>thom wrote:
>> Hi
>>
>> I would like to compute the autocorrelation matrix from a vector with
>> Matlab. I don't have the statistical signal processing toolbox (I can
only
>> use "cov" and "corrcoef" functions, or build my own function). Could
>> someone explain how I can do?
>>
>> Thanks a lot.
>>
>> Thom
>
>

>> help xcorr
XCORR Cross-correlation function estimates.
C = XCORR(A,B), where A and B are length M vectors (M>1), returns
the length 2*M-1 cross-correlation sequence C. If A and B are of
different length, the shortest one is zero-padded.  C will be a
row vector if A is a row vector, and a column vector if A is a
column vector.

XCORR produces an estimate of the correlation between two random
(jointly stationary) sequences:
C(m) = E[A(n+m)*conj(B(n))] = E[A(n)*conj(B(n-m))]
It is also the deterministic correlation between two deterministic
signals.

XCORR(A), when A is a vector, is the auto-correlation sequence.
XCORR(A), when A is an M-by-N matrix, is a large matrix with
2*M-1 rows whose N^2 columns contain the cross-correlation
sequences for all combinations of the columns of A.
The zeroth lag of the output correlation is in the middle of the
sequence, at element or row M.

```
```Hi,

You can use the CORRMTX function in the signal processing toolbox.

-Ikaro

thom wrote:
> Hi
>
> I would like to compute the autocorrelation matrix from a vector with
> Matlab. I don't have the statistical signal processing toolbox (I can only
> use "cov" and "corrcoef" functions, or build my own function). Could
> someone explain how I can do?
>
> Thanks a lot.
>
> Thom

```
```Thank you I've written a Matlab code which seems to work.

>Your input signal vector being X(k), k=0...n, isn't it simply X*X' ?
>
>Regards
>
>stereo
>
>
>thom wrote:
>> Hi
>>
>> I would like to compute the autocorrelation matrix from a vector with
>> Matlab. I don't have the statistical signal processing toolbox (I can
only
>> use "cov" and "corrcoef" functions, or build my own function). Could
>> someone explain how I can do?
>>
>> Thanks a lot.
>>
>> Thom
>
>

```
```Your input signal vector being X(k), k=0...n, isn't it simply X*X' ?

Regards

stereo

thom wrote:
> Hi
>
> I would like to compute the autocorrelation matrix from a vector with
> Matlab. I don't have the statistical signal processing toolbox (I can only
> use "cov" and "corrcoef" functions, or build my own function). Could
> someone explain how I can do?
>
> Thanks a lot.
>
> Thom

```
```Hi