correlation matrix of a signal
Rx = correlmx(x, p) Rx = correlmx(x, p, Rxtype)
a real or complex vector of size Nx: the analyzed signal.
an integer in [1 Nx]: the last autocorrelation lag
computation algorithm (default : 'fbhermitian') possible values : 'hermitian', 'fbhermitian', 'burg' or 'fbburg'. The default value is 'hermitian'
a real or complex matrix of size p+1 by p+1: the correlation matrix.