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Zero Mean White Gaussian Noise with Covariance Matrix Given

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Bakul Jangley
Bakul Jangley 2021-7-6
回答： Bjorn Gustavsson 2021-7-6
I need to generate a zero mean white gaussian noise (vk, 3x1) with the covariance matrix as .
This is what I did:
noise = rand(3,1);
cmatrix = cov(noise);
vk = cmatrix*noise;

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回答（1 个）

Bjorn Gustavsson
Bjorn Gustavsson 2021-7-6
Check the help and documentation for mvnrnd.
HTH

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