If i am given two realizations of stochastic process how can i find correlation matrix?

Let us say realizations are:

0.1 0.4 0.3 0.2 & 0.5 0.2 0.4 0.6

These two realizations are u(n). Where u(n) is input.

Answer 1

[the cyclist]

I am not sure what you mean, but does this do what you want?

u1 = [0.1; 0.4; 0.3; 0.2];
u2 = [0.5; 0.2; 0.4; 0.6];

r = corr([u1,u2])