MATLAB: Covariance of Noise

covariancedetectionMATLABmatrix

Hi,
   If I have zk a noise signal (5000*1),which is complex gaussian noise .How can I find the covariance matrix ,so that I need the next step- to success such that inner matrix multiplication to be correct- also I have zm radar_received signal (5000*1),Also the multiplication is (p')*(inverse of covariance matrix)*(zm).I need the result to be 1*1,where p is target steering vector =exp(2j*pi*f*n),n is # of samples.I need to do whitening matched filter detection!!!!!!!!!!!

Best Answer

The covariance of zk with regards to what?
If you are looking for the covariance of zk with itself, then as long as zk is a scalar you are going to get out only a single value (or a 2x2 array of the same value.)
If zk were an M x N matrix with N > 1, then cov(zk) would be N x N -- and thus cov(zk.') would be M x M; perhaps that is what you want. But it would require zk to be an array rather than a vector.
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