How to generate a set of gaussian noise signal with zero mean and say 'x' variance and measure their covariance?

I am looking to generate 3 white gaussian signals with 0 mean and 0.25 and compute the covariance matrix of them. Could someone help in this regard?

Answer 1

[Paul]

Check out normrnd, mvnrnd and cov.

If you try those, or anything else, and can't get the code to work, feel free to post back showing the code and what the roadblock is.