Discrete Time Gaussian Random Process for a sequence

10 ビュー (過去 30 日間)
PRASHANTH S
PRASHANTH S 2022 年 11 月 20 日
編集済み: Kartikay Sapra 2022 年 11 月 23 日
Consider a discrete time random process, each outcome of an experiment produces a sequence
of IID, zero-mean Gaussian random variables, W1,W2,W3.....Wn, n= 20. Write the
MATLAB code for generating this process.

回答 (1 件)

Kartikay Sapra
Kartikay Sapra 2022 年 11 月 23 日
編集済み: Kartikay Sapra 2022 年 11 月 23 日
In order to create sequence of IIDs that are Gausian Random Variables, use the 'normrnd' function:
Please note the following example:
time_steps = 100; %Each iteration for the random process/number of simulations
for t = 1:time_steps
%DTRP: Discrete Time Random Process, stores the IIDs at every time step.
%creating a column vector of W1, W2, ...Wn, n=20 IIDs with mean = 1 and
%standard deviation = 1.
DTRP{t} = normrnd(0, 1, [20 1]);
end
%Displaying the random variables at t=1
DTRP{1}
ans = 20×1
1.4673 0.2652 -0.4163 -0.5958 0.3486 0.5809 -2.3177 1.4564 0.3297 -1.3770

カテゴリ

Help Center および File ExchangeRandom Number Generation についてさらに検索

製品


リリース

R2021b

Community Treasure Hunt

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

Start Hunting!

Translated by