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corrcoef function of MATLAB

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rihab on 28 Sep 2015
Answered: Steven Lord on 28 Sep 2015
I am finding the cross correlation coefficient of two complex signals by using corrcoef function of MATLAB. The signals are vectors of dimension 1 x 1000 but by using corrcoef I am getting a matrix of size 2 x 2, say
1.0000 + 0.0000i 0.0121 - 0.0455i
0.0121 + 0.0455i 1.0000 + 0.0000i
I am unable to understand the logic behind the generation of 2 x 2 matrix after corrcoef function. Even MATLAB documentation has no information regarding this. I would be thankful if anyone provides me explanation about the meaning of this matrix!

Answers (2)

Walter Roberson
Walter Roberson on 28 Sep 2015
Two columns, a 2 x 2 output covariance matrix.
  1 Comment
rihab on 28 Sep 2015
okay, but could you please tell what the row and column elements correspond to? No matter what the signals are, one diagonal of the covariance matrix has always 'ones' and the second diagonal has 'non zero' values.

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Steven Lord
Steven Lord on 28 Sep 2015
Take a look at the description of the R output argument and the More About section of the documentation page for CORRCOEF.

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