Clear Filters
Clear Filters

generating random samples in simulink with dynamic mean and variance

3 views (last 30 days)
Hello and thanks for reading. suppose i want to generate random samples from a normal distributions, but the mean and variance of the distribution are determined/calculated in each iteration of the simulation and change with time.
so i want a block which takes as inputs (mean, variance) and spits out (random number from a normal distribution with that mean and variance).
Thank you !
  3 Comments
pemfir
pemfir on 22 Jul 2013
Thank you, i think your hint helped me figure it out. I should set a random number block with mean 0 and variance 1 (i.e., x~N(0,1)), then calculate the desired mean and variance using a matlab function block, then add the mean and multiply the root of the variance to the each random number generated from the random block to achieve the desired mean and variance. if x~N(0,1) then ax + b ~ N(b,a^2), where a and b are calculated in the matlab function block.
dpb
dpb on 22 Jul 2013
Yes. I've never used Simulink so I was presuming the parameters could be inputs from upstream blocks but I guess on re-reading the doc they're fixed parameters so your option is to scale the standardized z-value downstream instead. Same result, different way to get it.

Sign in to comment.

Answers (0)

Products

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!