I have a noise signal and I want -for some integer K- to break the signal into blocks of K samples, such that the first N samples make up the first block, the next K samples make up the second block, and so on,as below.I want to know if this algorithm correct or not :
x = radar_noise; % input signal
K = 1000; % K CAPITAL is Block Size
L = length(x) - mod(length(x),K); % only full blocks
zk = reshape(x(1:L), K, []); %M=zeros(K,K); % M ZEROS covariance matrix L*L
M=[]; for i=1:size(zk,1) % LOOP covariance matrix calculation
Mz=zk(i,:)*zk(i,:)'; %
M=M+Mz; end M=M/K;
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