Correlated Random Sequences

Started by Shailesh Khanolkar March 14, 2006
Hi,

How do i generate correlated random sequences using
Matlab? A sample code would be very helpful.
	Shailesh V Khanolkar
	
Hi,
 Well there are many ways you can do it. In order of
decreasing correlation, check out the following 

1. just create one random process and then the other can be
derived from the same but starting certain number of
samples later.Can add random nos to make them both of equal
length
2. Create two random sequences and filter them both within
a frequency range
3. Create one random sequence and pass through linear
filter. If you find your output is too correlated, add
another uncorrelated signal to it.

 Hope this helps
	Blesy

--- Shailesh Khanolkar <shailesh_vk13@shai...> wrote:

> Hi,
> 
> How do i generate correlated random sequences using
> Matlab? A sample code would be very helpful.
> 
> 
> Shailesh V Khanolkar
> 
> 
>
	_____
	
YOu can generate random numbers & multiply by some invertible matrix so
that
you get some correlation in the transmitter.
You can use the inverse of this invertible matrix at the reciever to getback
your original sequence.

Cheers,
Bavithi.
	On 3/14/06, Shailesh Khanolkar <shailesh_vk13@shai...> wrote:
>
> Hi,
>
> How do i generate correlated random sequences using
> Matlab? A sample code would be very helpful.
>
>
> Shailesh V Khanolkar
>