Covariance Matrix?
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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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Walter Roberson
le 19 Déc 2011
Hint 1: randn() returns a normally distributed random number with mean 0.
Hint 2: A + i*B
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