I have 10000 power spectral density vectors of 64 frequency bins each.
My input is therefore are 10000x64 matrix of real values.
Those are obtain from fft of time series of temporal signal I don't have. Also, I don't have the phase information but I can make assumption like randomness of the phase or constant phase.
How to retrieve the 64x64 temporal covariance matrix of the original time series from my 10000 spectra?
I suppose that all the statistics of the signal is contained within my 10000 spectra.
I'm working with MATLAB.