How to get different mat files into a single matfile that is a 1X1 structure having all the different variables (in different matfiles) as its fields?

I am working on a Human action recognition problem and I am using the Wiezmann dataset which has 93 videos. For each video I generate a feature vector which is 64 dimension and the number of rows are same as the number of Frames in the video. So I run my code over each video separately and save the feature vector from the workspace. This way I have a large dataset for training, possibly around 70-75 matfiles, which I would like to concatenate into a single variable and use this variable (let say X) as the data matrix in the kmeans function. To be more precise, I am trying to do something as they have done in this file available in the Wiezmann dataset. Please suggest a way of doing this.

[Rik]

Cells are your friend (and, when you have filled the cells, cell2mat).

If that doesn't help you, have a read here and here. It will greatly improve your chances of getting an answer.