How to check the covariance matrix of the noise

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Saed 2013-5-20

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Hello,

I have an N-by-1 noise vector n with a N-by-N covariance matrix H based on analysis. Now I need to check this in simulations by making the received signal solely noise. But I am not sure what to do next.

Any suggestion?

Thanks

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How to check the covariance matrix of the noise

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