I have observations of a noisy channel and i form a vector y of length n from those observations. I need to compute the autocorrelation matrix from this vector y which should be just the outer product y*y' i-e E[y*y']=y*y'. This matrix is a rank=1 nxn matrix. Is this correct?
MATLAB: Autocorrelation Matrix from a vector
autocorrelationSignal Processing Toolbox
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