How to implement white noise with a time component?

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Ann Brain
Ann Brain 2011-5-14
Hello, I want to try to implement white noise with a duration of 500 seconds and at the time step delta T every 10 ms the a value should be chosen from a gaussian distribution with mean 0 and variance 2.
I implemented it in the following way: n = 50000 %(I changed the seconds to ms and divided this value by 10ms) N = rand(0,2,n,1)
Howevery I am not sure about whether I correclty integrated the time aspect of the 10 ms correctly. I was also thinking about a for loop, but I am sure. Does anyone have further suggestions?
Thanks in advance!

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回答（2 个）

Andrei Bobrov
Andrei Bobrov 2011-5-14
as well so? (EDIT)
n = 50000;
N = 0 + sqrt(2)*randn(n,1);
N = normrnd(0,sqrt(2),n,1)
Ann Brain
Ann Brain 2011-5-14
Thanks for this reply. I actually used normrnd instead of rand.
However I am not sure if I implemented the delta T component correctly, would you have done it the same way?

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