spatially colored and temporaly white noise

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Betha Shirisha
Betha Shirisha 2015-4-8
评论： Image Analyst 2015-4-8
How to generate spatially colored and temporaly white noise ? i.e if E is the noise of size (5,100) then the coloumns of E are independent and identically distrubuted according to ek ~ N(0,Q) ,where Q is some positive definite matrix and Q is not equal to identity matrix
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Betha Shirisha
Betha Shirisha 2015-4-8
Simply I have to generate noise with distribution E ~ N(0,Q) (normal distribution with zero mean and covarince Q) where Q is positive definite matrix.
Thanks

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Image Analyst
Image Analyst 2015-4-8
Check out randn() in the help. This generates samples drawn from a normal distribution with specified mean and var:
% Create a vector of 1000 random values drawn from a normal distribution
% with a mean of 500 and a standard deviation of 5.
a = 5;
b = 500;
y = a.*randn(1000,1) + b;
% Calculate the sample mean, standard deviation, and variance.
stats = [mean(y) std(y) var(y)]
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Betha Shirisha
Betha Shirisha 2015-4-8
@Image Analyst thanks... In this case i need to multivariate distribution,variance of noise is a matrix Q which is positive definite
Image Analyst
Image Analyst 2015-4-8
Have you looked at the help yet?
Generate values from a bivariate normal distribution with specified mean vector and covariance matrix.
mu = [1 2];
sigma = [1 0.5; 0.5 2];
R = chol(sigma);
z = repmat(mu,10,1) + randn(10,2)*R

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