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I'm trying to implement this in matlab: w = R_xx^-1 . S where R_xx is a 150x150 matrix and S is a 5x1 column vector.

I understand that this can't be multiplied, so how do I implement this? Any tricks?

Thanks.

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Uh... you don't? What are you actually trying to do? – Qiaochu Yuan Jan 6 '11 at 15:50
well trying to work out the weights for the wiener-hopf solution. S is steering vector and Rxx is covariance matrix. – AtharvaI Jan 6 '11 at 18:11
It looks like you are trying to design an MMSE filter here. However, you can't have the covariance matrix of size $150 \times 150$ and the vector S of size $5 \times 1$. Can you provide more information about the problem itself? – svenkatr Jan 6 '11 at 18:47
I've described the problem here : mathworks.com/matlabcentral/newsreader/view_thread/300331 . I can get S to be 5x3 if I work out the S using all three sources. – AtharvaI Jan 6 '11 at 19:00

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