Hi all,
I have a question! I have a vector( array of elements) and I need to compute the auto-correlation matrix for this. How do I do it in Matlab. This matrix needs to be toeplitz and symmetrical.
Also on the same lines, How do i perform cross correlation between 2 sets of elements (arrays again) using matlab.
I need all this because of work I am doing in Statistical Signal Processing,
Thanks all
Abhi
note to moderators :- I posted this msg on the DSP forum as well! But I thought I woul get a quicker response here. Please delete the other post if need be but I would appreciate it if it remains there as well! Thanks