>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.

Reply by Ikaro●June 29, 20062006-06-29

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

Reply by thom●June 29, 20062006-06-29

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
>
>

Reply by stereo●June 29, 20062006-06-29

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

Reply by thom●June 29, 20062006-06-29

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