PROBLEM IN GENERATING A REFERENCE SIGNAL

K discrete time real-valued random reference signals are stationary, but possibly correlated, and are described by the vector

x(n) = [x1(n) x2(n).....xk(n)]

How can I implement such a signal in matlab please help me.

Answer 1

[Wayne King]

Well

    K = 5;
    X = randn(100,5);

Will give you K=5 discrete-time real-valued stationary random vectors. If you want to introduce correlation, there are countless ways to do that. You could use a moving average filter for example.

     b = 1/3*ones(3,1);
     X = randn(100,K);
     X = filter(b,1,X);

The above gives you 5 discrete-time real-valued stationary random vectors, which definitely have autocorrelation functions that are nonzero at nonzero lags and possibly are cross-correlated as well.

If you introduce something like a common harmonic component in each, you certainly have cross-correlation between the vectors.

   b = 1/3*ones(3,1);
   K = 5;
   X = randn(100,K);
   X = filter(b,1,X); 
   Y = repmat(cos(pi/5*(0:99))',1,5);
   X = X+Y;