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Highlights from
Contemporary Communications Systems Matlab Files

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Contemporary Communications Systems Matlab Files

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Matlab Files in this book

multi_gp(m,C)
function [x] = multi_gp(m,C)
%  [x]=multi_gp(m,C)
%		MULTI_GP  generates a multivariate Gaussian random
%   		process with mean vector m (column vector) and covariance matrix C.
N=length(m);
for i=1:N,           			
  y(i)=gngauss;      			
end;
y=y.';               			
x=sqrtm(C)*y+m;      			

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