How to create Gauss noise within the interval
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I have an interval with lower boundary at a = -0.005 and upper boundary b = 0.005. I need to create the Gauss white noise within this interval. For uniformly distributed pseudorandom numbers (generated by rand) it is clear e.g.:
r = a + (b-a).*rand(100,1);
however it does not work for randn function.I need some way how to produce the Gaussian noise in given interval. Is there any way how to do it?
thanks
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Image Analyst
2013-9-17
One (inefficient) way is to just create more than you need and throw away any outside the range. Of course this might make it not purely Gaussian anymore
% Generate the numbers.
mu=2;
sigma = 4;
r = mu + sigma .* randn(1000,1);
% Define range we want
a = -7;
b = 9;
badNumbers = r < a | r > b;
r(badNumbers) = [];
numberOfElementsNow = numel(r)
% Define how many you need
numElementsNeeded = 400;
% Get them
if numElementsNeeded < numberOfElementsNow
r = r(1:numElementsNeeded);
numberOfElementsNow = numel(r)
else
% Tack some more on and try again.
end
更多回答（2 个）
Daniel Shub
2013-9-17
2 个投票
What you are looking for is typically called a Truncated Gaussian. There is a highly rated FEX:submission
Laurent
2013-9-17
2 个投票
This is not possible, since the output of randn can be in principle any value between -Inf and +Inf.
Depending on what you want you could set the width of the gaussian to a reasonable value (for example sigma=0.005) and then later clip values outside of your interval to the border values.
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