如何求矩阵的自相关矩阵

蓝天小白云

网上能够找到求序列自相关矩阵的方法，Rxx
1)% implementation with xcorr and toeplitz
m= ;%define the time lag m+1, and m+1<=n;
n=length(x);%location of rxx(0);
rx=xcorr(x);%length of rx is 2*n-1;
Rxx=toeplitz(rx(n:n+m))/n;
2)%implementation with corrmtx
m= ;%defined the time lag m+1,and m+1<=n
rx=corrmtx(x,m);
Rxx=rx'*rx;
但这种方法好像不适用于矩阵自相关矩阵的求解，谁知道如何求矩阵的自相关矩阵？？&#8203;