MATLAB Answers

Zero Mean White Gaussian Noise with Covariance Matrix Given

19 views (last 30 days)
Bakul Jangley
Bakul Jangley on 6 Jul 2021
Answered: Bjorn Gustavsson on 6 Jul 2021
I need to generate a zero mean white gaussian noise (vk, 3x1) with the covariance matrix as .
This is what I did:
noise = rand(3,1);
cmatrix = cov(noise);
vk = cmatrix*noise;

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by