MATLAB: Covariance of Noise


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.