>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
>
>

what about

    >> 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

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