corrcoef function of MATLAB

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rihab
rihab 2015-9-28
回答： Steven Lord 2015-9-28
I am finding the cross correlation coefficient of two complex signals by using corrcoef function of MATLAB. The signals are vectors of dimension 1 x 1000 but by using corrcoef I am getting a matrix of size 2 x 2, say
1.0000 + 0.0000i 0.0121 - 0.0455i
0.0121 + 0.0455i 1.0000 + 0.0000i
I am unable to understand the logic behind the generation of 2 x 2 matrix after corrcoef function. Even MATLAB documentation has no information regarding this. I would be thankful if anyone provides me explanation about the meaning of this matrix!

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回答（2 个）

Walter Roberson
Walter Roberson 2015-9-28
Two columns, a 2 x 2 output covariance matrix.
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rihab
rihab 2015-9-28
okay, but could you please tell what the row and column elements correspond to? No matter what the signals are, one diagonal of the covariance matrix has always 'ones' and the second diagonal has 'non zero' values.

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Steven Lord
Steven Lord 2015-9-28
Take a look at the description of the R output argument and the More About section of the documentation page for CORRCOEF.

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