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.