Random number time 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.

Answer 1

[s.p4m]

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);

[Bdayz]

Thanks very much. works perfectly