MATLAB: Random number time series

random numberstime series

Hi All,
I will like to generate Independent normally distributed data with linearly
increasing mean from say 2 to 4 and constant standard deviation, say 1.
Thank you.

Best Answer

ln = 100; % length of timeseries
Ts = 1; % timestep
for k = 1:ln
tmp_mean = 2+2*(k-1)/(ln-1); % your linearly increasing mean
tmp_devi = 1; % your constant standard deviation
x(k,1) = random('norm',tmp_mean,tmp_devi,1,1);
end
timeseries = iddata(x,[],Ts);