Autocorrelation matrix with matlab

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

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
>
>

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

>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.