How to generate 2D complex white Gaussian sequence with a zero mean and identity covariance?

3 次查看（过去 30 天）
Brian
Brian 2023-5-16
编辑： Torsten 2023-5-16
I'm trying to create a 2D complex white Gaussian with a mean of zero and a covariance of (N/2)I where N is the size of the matrix.
I've been trying it with the following code:
w = randn(N) + i*randn(N);
but if I do cov(w) or mean(w) it doesn't fit that criteria. I feel like my process is a gross oversimplification of making a 2D complex Gaussian.

请先登录，再回答此问题。

采纳的回答

Shaik
Shaik 2023-5-16
编辑：Torsten 2023-5-16
Ran in:
N = 100; % Size of the matrix
w_real = randn(N) * sqrt(N/2); % Real part with mean 0 and variance N/2
w_imag = randn(N) * sqrt(N/2); % Imaginary part with mean 0 and variance N/2
w = w_real + 1i * w_imag; % Combine real and imaginary parts
% Verify mean and covariance properties
mean_w = mean(w(:)) % Mean of w
mean_w = -0.0326 - 0.0201i
cov_w = cov([real(w(:)), imag(w(:))]) % Covariance of w (real and imaginary parts)
cov_w = 2×2
51.1531 -0.5130 -0.5130 50.2423
Hey, can you check this modified code.

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Numerical Integration and Differential Equations 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by