Covariance Matrix?

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.

 Accepted Answer

Walter Roberson
Walter Roberson on 19 Dec 2011

0 votes

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

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