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.

Best Answer

  • Hint 1: randn() returns a normally distributed random number with mean 0.
    Hint 2: A + i*B