文件名称:Gaussian_Sequence
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极坐标方法产生高斯白噪声
产生N(0,1)高斯白噪声序列,最常见的方法是极坐标法,其计算步骤如下所示:
(1) 产生两个独立同分布的随机序列(0,1),U1,U2;
(2) 令V1=2U1-1;V2=2U2-1;并计算S=V1^2+V2^2
(3) 若S>1,则返回第一步;否则计算Y=sqrt(-2*ln(S)/S)
(4) 令实部I=V1*Y,虚部Q=V2*Y,再求Output=I+Q*i,即可得到随机复数高斯白噪声序列。
理论上,可证明上述产生的I、Q两路序列为相互独立的高斯白噪声序列。由于第(3)部,序列以一定的概率被去掉了,为了产生长度为N的高斯白噪声序列,U1、U2长度应为1.27N。上述算法,适用于长生长度较长的高斯白噪声序列,不适用于产生短的高斯白噪声序列。
-Polar method for generating Gaussian white noise N (0,1) Gaussian white noise sequence, the most common approach is the polar coordinate method, the calculation steps are as follows: (1) generate two independent and identically distributed random sequence (0, 1), U1, U2 (2) so that V1 = 2U1-1 V2 = 2U2-1 and calculate S = V1 ^ 2+V2 ^ 2 (3) If S> 1, then return to the first step otherwise calculate Y = sqrt (-2* ln (S)/S) (4) so that the real part of I = V1* Y, the imaginary part of Q = V2* Y, then seek Output = I+Q* i, you can get a random complex white Gaussian noise sequence. Theoretically, these can be produced to prove I, Q two independent sequence of Gaussian white noise sequence. Since the first (3) of the sequence with a certain probability of being removed, in order to produce a length N of Gaussian white noise sequence, U1, U2 length should 1.27N. The above algorithm for a longer length of Gaussian white noise sequence longevity, not to produce a short wh
产生N(0,1)高斯白噪声序列,最常见的方法是极坐标法,其计算步骤如下所示:
(1) 产生两个独立同分布的随机序列(0,1),U1,U2;
(2) 令V1=2U1-1;V2=2U2-1;并计算S=V1^2+V2^2
(3) 若S>1,则返回第一步;否则计算Y=sqrt(-2*ln(S)/S)
(4) 令实部I=V1*Y,虚部Q=V2*Y,再求Output=I+Q*i,即可得到随机复数高斯白噪声序列。
理论上,可证明上述产生的I、Q两路序列为相互独立的高斯白噪声序列。由于第(3)部,序列以一定的概率被去掉了,为了产生长度为N的高斯白噪声序列,U1、U2长度应为1.27N。上述算法,适用于长生长度较长的高斯白噪声序列,不适用于产生短的高斯白噪声序列。
-Polar method for generating Gaussian white noise N (0,1) Gaussian white noise sequence, the most common approach is the polar coordinate method, the calculation steps are as follows: (1) generate two independent and identically distributed random sequence (0, 1), U1, U2 (2) so that V1 = 2U1-1 V2 = 2U2-1 and calculate S = V1 ^ 2+V2 ^ 2 (3) If S> 1, then return to the first step otherwise calculate Y = sqrt (-2* ln (S)/S) (4) so that the real part of I = V1* Y, the imaginary part of Q = V2* Y, then seek Output = I+Q* i, you can get a random complex white Gaussian noise sequence. Theoretically, these can be produced to prove I, Q two independent sequence of Gaussian white noise sequence. Since the first (3) of the sequence with a certain probability of being removed, in order to produce a length N of Gaussian white noise sequence, U1, U2 length should 1.27N. The above algorithm for a longer length of Gaussian white noise sequence longevity, not to produce a short wh
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Gaussian_Sequence.m