Monte Carlo noise simulation

6 次查看（过去 30 天）
University Student
University Student 2021-2-27
回答： Image Analyst 2021-2-27
I need help getting started with this problem. Is there a built in Matlab syntax I can do this with.
a) Perform 1000 run monte-carlo simulation to demonstrate that the error from the sum OR difference of two random measurements is expressed by .
b) Perform a 1000 run monte-carlo simulation (of 10 minutes) to look at the error growth of a random walk (integrated white noise). Use a white noise with 1-sigma value of 0.1 and 0.01 and compare the results. Plot the mean and standard deviation of the monte-carlo simulation along with one run of the simulation (show that the random walk is zero mean with a standard deviation is

请先登录，再回答此问题。

回答（1 个）

Image Analyst
Image Analyst 2021-2-27
You can use rand() to get a 1000 row matrix with 2 columns. Then use mean() and std() on each column or row.
I'm attaching some Monte Carlo demos for you.

类别

在 Help Center 和 File Exchange 中查找有关 Monte-Carlo 的更多信息

标签

产品


版本

R2020b

Community Treasure Hunt

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

Start Hunting!

Translated by