MATLAB: Covariance Matrix

covariance-matrixMATLABnoise

Hi,

 I want to find covariance matrix from complex Gaussian noise with zero mean.So how can i generate in matlab complex gaussian noise with zero mean ,then find the covariance matrix.

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Hint 1: randn() returns a normally distributed random number with mean 0.

Hint 2: A + i*B

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MATLAB: Covariance

Matrix A in the example has 3 rows which represents 3 observations. In your case,if you use: a) cov(A) this command will divide by 2 i.e (N-1), giving you 10.3333 for the first element in the covariance matrix.

b)cov(A,1) this command will divide by 3 i.e (N), giving you the same result as you obtain in Excel. Hope this helps.

MATLAB: How to caculate covariance matrix

cov(double(m))

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MATLAB: Covariance

MATLAB: How to caculate covariance matrix

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