Discrete Time Gaussian Random Process for a sequence

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Consider a discrete time random process, each outcome of an experiment produces a sequence
of IID, zero-mean Gaussian random variables, W1,W2,W3.....Wn, n= 20. Write the
MATLAB code for generating this process.

Answers (1)

Kartikay Sapra
Kartikay Sapra on 23 Nov 2022
Edited: Kartikay Sapra on 23 Nov 2022
In order to create sequence of IIDs that are Gausian Random Variables, use the 'normrnd' function:
Please note the following example:
time_steps = 100; %Each iteration for the random process/number of simulations
for t = 1:time_steps
%DTRP: Discrete Time Random Process, stores the IIDs at every time step.
%creating a column vector of W1, W2, ...Wn, n=20 IIDs with mean = 1 and
%standard deviation = 1.
DTRP{t} = normrnd(0, 1, [20 1]);
end
%Displaying the random variables at t=1
DTRP{1}
ans = 20×1
1.4673 0.2652 -0.4163 -0.5958 0.3486 0.5809 -2.3177 1.4564 0.3297 -1.3770

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