findSubSpaceCorrMatrix.m

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%/* Copyright 2000-2018 Matt Flax <flatmax@flatmax.org>
%   This file is part of GTK+ IOStream class set
%
%   GTK+ IOStream is free software; you can redistribute it and/or modify
%   it under the terms of the GNU General Public License as published by
%   the Free Software Foundation; either version 2 of the License, or
%   (at your option) any later version.
%
%   GTK+ IOStream is distributed in the hope that it will be useful,
%   but WITHOUT ANY WARRANTY; without even the implied warranty of
%   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
%   GNU General Public License for more details.
%
%   You have received a copy of the GNU General Public License
%   along with GTK+ IOStream
%*/

function signal=findSubSpaceCorrMatrix(signal, f, mask)
% Find the covariance correlation matrix.

%load /tmp/signal.mat
%signal=s;
signal=signal(:); % ensure a column vector
%clear s
p=round(.25*length(signal)); % Estimate for a large number of sinusoids
% this is a correlation matrix
signal=signal(fliplr(repmat(1:2*p,length(signal)-2*p+1,1))+repmat((1:length(signal)-2*p+1)',1,2*p)-1)/sqrt(length(signal)-(2*p-1));
end