Autocorrelation of data in a matrix

Hi, How do I find the autocorrelation of data given in 2D matrix?

Eg: A matrix a(x,y) is given. I need to find the autocorrelataion w.r.t y.

Thanks in advance.

[Image Analyst]

Explain what you mean. Usually a 2D auto-correlation is done in both directions. Are you saying that you want correlation only vertically along the y axis?

Answer 1

[Youssef Khmou]

Hi Nida,

1) If you are talking about 2D Autocorrelation :You can use the function "xcorr2". example :

 A=1.33*randn(40,40); % Bidimensional Gaussian process
 y1=xcorr2(A);
 y2=xcorr2(A,A); % y1 and y2 are the same ,

2) If you mean computing the autocorrelation of columns of matrix A(N,P) which means that you have P signals each of length N then :

*1) You can use "xcorr(A)" but you get a (2*N-1)xP² with autocorrelations and crosscorrelations of all P signals .

*2) You can only compute the autocorrelation of each signal using loop :

% given a matrix data A of size (n,p)
n=20;p=5; %  you have 5 signals 
A=randn(n,p); % data
C=zeros(2*n-1,p); % matrix containing 5 autocorrelations of 5 signals
for i=1:p
 C(:,i)=xcorr(A(:,i));
end

[Rohan Majumder]

How to plot the 2D autocorrelation with lag?