gaussian noise

On Dec 29, 11:52&#4294967295;am, charanchar <charanc...@gmail.com> wrote:
> have u got any solution for getting gaussian noise(100 samples) with
> exactly zero mean and variance=1 in matlab?

If you have 100 samples of actual Gaussian noise, you can easily force
the mean and variance of the 100 samples to be exactly 0 and 1
respectively. It is a trivial problem.

Dirk

On Dec 29, 12:59&#4294967295;pm, charanchar <charanc...@gmail.com> wrote:
> On Dec 29, 10:43&#4294967295;pm, Oli Charlesworth <ca...@olifilth.co.uk> wrote:
>
>
>
> > charanchar wrote:
> > > On Dec 29, 10:22 pm, Tim Wescott <t...@seemywebsite.com> wrote:
> > >> charanchar wrote:
> > >>> On Dec 29, 10:13 pm, Greg Berchin <gberc...@comicast.net.invalid>
> > >>> wrote:
> > >>>>> have u got any solution for getting gaussian noise(100 samples) with
> > >>>>> exactly zero mean and variance=1 in matlab?
> > >>>> help randn
> > >>> it will not give the random noise with mean=0 and var=1. mean and var
> > >>> will change as seed value changes. they are not fixed
> > >> I think you are confusing a random process with a sample thereof.
>
> > >> If you take a Gaussian random process with mean = 0 and variance = 1,
> > >> and take 100 samples, you will _not_ get sample sets with mean = 0 and
> > >> variance = 1. &#4294967295;What you'll get is samples whose means and variances are
> > >> themselves random variables, with _expected_ values of 0 and 1,
> > >> respectively.
>
> > >> A Gaussian process that is guaranteed to generate a mean = 0 and
> > >> variance = 1 for every 100 sample set would not be i.i.r., if it were
> > >> even possible in general.
>
> > >> --
>
> > >> Tim Wescott
> > >> Wescott Design Serviceshttp://www.wescottdesign.com
>
> > >> Do you need to implement control loops in software?
> > >> "Applied Control Theory for Embedded Systems" gives you just what it says.
> > >> See details athttp://www.wescottdesign.com/actfes/actfes.html
> > > thank u Tim, that is if we run the process several times, then the
> > > average of all means will be zero and var will be 1. am i correct?
>
> > No. &#4294967295;You can only guarantee a particular mean and variance by generating
> > an infinite number of samples.
>
> > However, given a set of 100 samples, you can normalise them to have zero
> > sample-mean and unit sample-variance.
>
> > --
> > Oli
>
> yes that is correct.
> my problem is for phase noise correction algorithm in ofdm system, i
> want to introduce phase noise as wiener process. for example if we set
> variance(using randn in matlab) as .1 that var is changing from symbol
> to symbol by + or - .02. this small change will affect the estimation
> badly. becoz the ofdm is more sensitive to phase noise

Have you seen this site which provides Matlab code?

http://www.engineering.ucsb.edu/~moehlis/APC591/tutorials/tutorial7/node2.html

John