06-09-2016 05:21 AM
how can I compute the sample covariance matrix of received signals ?
Thanks
06-09-2016 06:43 AM
how can I compute the sample covariance matrix of received signals ?
Do a Google search on Sample Mean and Covariance. Or you can Click Here for the Wikipedia page to get the formulas.
If you are asking "how can I do it with LabVIEW?", well there is a VI in the "Mathematics/Prob& Stats" function palette called "Covariance Matrix". Read the help file. I'm not 100% sure if it computes the "sample" covariance, but it does have N-1 in the denominator, so I am pretty sure that it does.