Covariance Matrix?

2011 12 19
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Hi,
I want to find covariance matrix from complex Gaussian noise with zero mean.So how can i generate in matlab complex gaussian noise with zero mean ,then find the covariance matrix.

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Walter Roberson
Walter Roberson 2011-12-19

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Hint 1: randn() returns a normally distributed random number with mean 0.
Hint 2: A + i*B

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