Generation of i.i.d gaussian random process

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Hi all,

Could any one help me out in generating gaussian random process using Matlab.
I know that gaussian random variable can be generated using "randn", but how to generate a gaussian random process. Is it the same thing.
And after generating a i.i.d gaussain random process i need to show it's spectrum is white. 
please help me solving these two problems.

Thanks for your help
0
Reply kalyan 4/24/2010 7:45:22 PM

"kalyan " <kalyan_105@yahoo.com> wrote in message <hqvhoi$7ap$1@fred.mathworks.com>...
> Hi all,
> 
> Could any one help me out in generating gaussian random process using Matlab.
> I know that gaussian random variable can be generated using "randn", but how to generate a gaussian random process. Is it the same thing.

Yes.

> And after generating a i.i.d gaussain random process i need to show it's spectrum is white. 

This should have been covered in your textbook or
in your class. Read your notes.

> please help me solving these two problems.

What have YOU done to solve them?

John
0
Reply John 4/24/2010 8:04:05 PM


"kalyan " <kalyan_105@yahoo.com> wrote in message <hqvhoi$7ap$1@fred.mathworks.com>...
> Hi all,
> 
> Could any one help me out in generating gaussian random process using Matlab.
> I know that gaussian random variable can be generated using "randn", but how to generate a gaussian random process. Is it the same thing.

Gaussian process is an infinity Gaussian variables, where each corresponds to a specific instant in time.

> And after generating a i.i.d gaussain random process i need to show it's spectrum is white. 
> please help me solving these two problems.

A white noise is very trivial to generate because you only need to do is to generate the same random variables independently in time.

Bruno
0
Reply Bruno 4/24/2010 8:45:22 PM

"kalyan " <kalyan_105@yahoo.com> wrote in message <hqvhoi$7ap$1@fred.mathworks.com>...
> Hi all,
> 
> Could any one help me out in generating gaussian random process using Matlab.
> I know that gaussian random variable can be generated using "randn", but how to generate a gaussian random process. Is it the same thing.
> And after generating a i.i.d gaussain random process i need to show it's spectrum is white. 
> please help me solving these two problems.
> 
> Thanks for your help


Thank you very much for your replies. But I am sorry that I did not ask the question clearly. Actually the question is:
"Generate i.i.d gaussian random process and show that it's spectrum is white(pseudo)"
What is the command in matlab to generate a random process? And how do I need to show that it's spectrum is white?

Thank you for the help
0
Reply kalyan 4/25/2010 2:48:05 AM

On Apr 25, 2:48=A0pm, "kalyan " <kalyan_...@yahoo.com> wrote:
> "kalyan " <kalyan_...@yahoo.com> wrote in message <hqvhoi$7a...@fred.math=
works.com>...
> > Hi all,
>
> > Could any one help me out in generating gaussian random process using M=
atlab.
> > I know that gaussian random variable can be generated using "randn", bu=
t how to generate a gaussian random process. Is it the same thing.
> > And after generating a i.i.d gaussain random process i need to show it'=
s spectrum is white.
> > please help me solving these two problems.
>
> > Thanks for your help
>
> Thank you very much for your replies. But I am sorry that I did not ask t=
he question clearly. Actually the question is:
> "Generate i.i.d gaussian random process and show that it's spectrum is wh=
ite(pseudo)"
> What is the command in matlab to generate a random process? And how do I =
need to show that it's spectrum is white?
>
> Thank you for the help

First of all, you say it is a question, but it is not.  A question has
a question mark, but this is simply a statement copied directly from
your homework assignment:
"Generate i.i.d gaussian random process and show that it's spectrum is
white(pseudo)"

How to generate a random process?  As John has suggested, read your
lecture notes.

And this question makes no sense to me:
And how do I need to show that it's spectrum is white?

Firstly, it's has no apostrophe in this context: it's only has an
apostrophe when it's short for it is.
But what does this mean: "how do I need to show.."?
Maybe you mean "why" instead of "how"?   Well, you should ask your
lecturer, not us.

As for a white spectrum, have a look at this website:
http://justfuckinggoogleit.com/

And BTW, the possessive form of its has no apostrophe.  The apostrophe
only appears when it's short for it is.
0
Reply TideMan 4/25/2010 4:23:51 AM

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