|
|
Generation of i.i.d gaussian random process
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
|
|
|
4 Replies
406 Views
(page loaded in 0.04 seconds)
Similiar Articles: How to generate colored Noise - comp.soft-sys.matlabI am trying to generate colored gaussian noise in matlab. I ... you can generate a lowpass AR(1) process by ... How to generate random noise with known P.S.D - comp.soft-sys ... AR(1) model (autoregressive process) - comp.soft-sys.matlab ...... n-1) + e(n) I have researched that: 1) The AR(1) model to used to predict random processes 2 ... Generate Gaussian Process with a Specified Autocorrelation ... AR(1 ... PN sequence generator - comp.soft-sys.matlab... or C++ Code for MLS Sequence Generation - comp ... How to generate random noise with known P.S.D - comp.soft-sys ..... noise which is not gaussian,All I know is the power ... Correlated Gaussian Noise with Exponential Correlation Function ...Generate Gaussian Process with a Specified Autocorrelation ... How to generate random noise with known P.S.D - comp.soft-sys ... Correlated Gaussian Noise with Exponential ... kalman filter+ white noise - comp.soft-sys.matlabwhat different between random noise and gaussian noise produced by ... Gaussian white noise ... Suppose we assume that the process noise w k is white with a covariance ... Randperm, Randi, and Shuffle - comp.soft-sys.matlab... not the case all of the time, but it is definitely bogs down the process. I ... In this version the random number generation is taken from the loop and vectorized ... how to calculate noise variance from noise power spectral density ...(assuming the process is ergodic) ... random noise with known P.S.D - comp.soft-sys ... Hi Everyone I am trying to generate a random noise which is not gaussian,All I ... Pseudorandom Noise Generator.... - comp.lang.vhdlRandom map generation - comp.graphics.api.opengl First I suggest you to read a bit on the topic of ... what different between random noise and gaussian noise produced by Adding noise types to image in matlab - comp.soft-sys.matlab ...I'd never heard of Erlang noise, so I typed it into ... one line transformation of uniformly distributed random ... Poisson Noise Generation - comp.soft-sys.matlab Adding noise ... Kalman Filter - comp.soft-sys.matlabIn more advanced cases, the associated noise processes are not Gaussian ... gotto submit my major project on " 1-d target ... observed over time, containing noise (random ... Generation of i.i.d gaussian random process - Newsreader - MATLAB ...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 ... Pseudo-random Numbers - Bear Products International Home PageA true random value is generated by a physical process like a dice throw ... If the pseudo-random number generation function is ... D: a Gaussian random number A: the upper limit ... 7/29/2012 5:56:51 AM
|
|
|
|
|
|
|
|
|