Autocorelation of only the colums in the matrix

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Soumya Jain 2021-4-5

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回答： Pratyush Roy 2021-4-26

I have a matrix of dimension(m*n) i have to perform autocorelation on the rows, so the my output matrix has dimenstion (2m-1*n)

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Answer 1

Pratyush Roy 2021-4-26

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Hi,

As per my understanding, you are trying to find the autocorrelation sequence of the columns of the matrix. The xcorr function can be used to obtain the autocorrelation sequence for each column. The following code snippet might be helpful to understand how to create the matrix containing the autocorrelation sequence

[m,n] = size(x); % Here x is the matrix of dimension m*n
autocorr = [];
for i=1:n
    autocorr = [autocorr xcorr(x(:,i))]; %Taking autocorrelation of the column and appending to the autocorr matrix
end

Finally the autocorr matrix will be of dimension 2m-1*n

Hope this helps!