How the xcorr function is used in CVX

It is necessary to calculate his autocorrelation matrix on the solved value using the xcorr function

xcorr is non-convex, so can’t be applied to a CVX expression. So if by “solved value” you mean CVX variable, you can’t use it in CVX.

However, if you want to apply xcorr after cvx_end to optimal values returned by CVX, you can do whatever is allowed by xcorr, because at that point, CvX is no longer involved.