How can I generate the Autocorrelation matrix of a vector of random variables?
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Munish Raj 2019년 3월 1일
MATLAB’s auto correlation function can be used for this purpose.
The documentation for the autocorrelation can be found here.
The following is a sample code on how you would use it
y=rand(10,1); %derfine a random vector
[acf,lags,bounds] = autocorr(y) %autocorrelate the vector
plot(acf) %plots the autocorrelated vector