The literature says that when three signals are uncorrelated i.e., they have different frequencies, then their COVARIANCE MATRIX RxxUn is diagoanl i.e.,
w=[pi/4 pi/3 pi/2]';
N=5;
xx=2*exp(1j*(w*[1:N]));
RxxUn=xx*xx'
But when they are fully correlated i.e., their frequency is same, then their COVARIANCE MATRIX RxxCo is Non-diagoanl and singular i.e
w=[pi/4 pi/4 pi/4]';
N=5;
xx=2*exp(1j*(w*[1:N]));
RxxCo=xx*xx'
Likewise, when they are partially correlated i.e., some have same frequencies and remainig have different frequency, then their COVARIANCE MATRIX RxxPar is Non-diagoanl and Non-singular i.e.,
w=[pi/4 pi/4 pi/2]';
N=5;
xx=2*exp(1j*(w*[1:N]));
RxxPar=xx*xx'
But when I run this code, It is not so. Why it is so?
