Since many people (mostly students) require autocovariance in the form of a toeplitz matrix, this function quickly generates the output in the matrix form. If the autocorrelation is needed, then one can simply replace the xcov command with xcorr inside the function.
Omer Gerek (2021). Autocovariance matrix generation (https://www.mathworks.com/matlabcentral/fileexchange/90792-autocovariance-matrix-generation), MATLAB Central File Exchange. Retrieved .
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