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Create a zero mean complex gaussian,but its mean and pseudocovariance are not zero

2 vues (au cours des 30 derniers jours)
yang-En Hsiao
yang-En Hsiao le 18 Mar 2019
I create zero mean circularly symmetric complex gaussian according to this website: https://stackoverflow.com/questions/14089934/circularly-symmetric-gaussian-variables-using-matlab
however,when i verify whether it is zero mean circularly symmetric complex gaussian or not,i found that the mean and pseudocovariance of gaussian i create is not zero,so i want to ask where am i wrong ?
My code
%zero mean circularly symmetric complex gaussian
L=5
h_1=normrnd( 0,sqrt(0.1*(L^(-2.5))) ,[4,1])+1i*normrnd( 0,sqrt(0.1*(L^(-2.5))) ,[4,1])
%Verify whether the mean is zero or not
expected_value=mean(h_1)
%Verify whether the pseudocovariance is zero or not
pseudocovariance=mean(h_1'*h_1)
%Verify whether the cov( e^{jk} * h_1) is equal to cov( h_1) or not
origi = cov(h_1)
origi_expon=cov(exp(1i*4)*h_1)
differ=origi-origi_expon
My zero mean circularly symmetric complex gaussian is a 4 by 1 matrix

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