PROBLEM IN GENERATING A REFERENCE SIGNAL
显示 更早的评论
K discrete time real-valued random reference signals are stationary, but possibly correlated, and are described by the vector
x(n) = [x1(n) x2(n).....xk(n)]
How can I implement such a signal in matlab please help me.
回答（1 个）
Wayne King
2012-4-15
Well
K = 5;
X = randn(100,5);
Will give you K=5 discrete-time real-valued stationary random vectors. If you want to introduce correlation, there are countless ways to do that. You could use a moving average filter for example.
b = 1/3*ones(3,1);
X = randn(100,K);
X = filter(b,1,X);
The above gives you 5 discrete-time real-valued stationary random vectors, which definitely have autocorrelation functions that are nonzero at nonzero lags and possibly are cross-correlated as well.
If you introduce something like a common harmonic component in each, you certainly have cross-correlation between the vectors.
b = 1/3*ones(3,1);
K = 5;
X = randn(100,K);
X = filter(b,1,X);
Y = repmat(cos(pi/5*(0:99))',1,5);
X = X+Y;
类别
在 帮助中心 和 File Exchange 中查找有关 Descriptive Statistics 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
