Auto-Correlation and Noise

Version 1.0.0.0 (3.02 KB) by Shujaat Khan
Auto-Correlation and Noise Properties with increasing realization size
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714 Downloads
Updated 6 Feb 2014

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%% TASK 1
% Generate random noise using Gaussian distribution for [10 100 1000 and
% 10000] samples and calculate mean and standard devation

%% TASK 2
% Plot Auto-correlation of all the 4 realizations and comment on your
% results

%% TASK 3
% Comment on the mean ergodicity of the signals

*Increasing number of samples in the realization shows that the signal
become more random and its Auto-correlation plot converges to its mean value

Cite As

Shujaat Khan (2024). Auto-Correlation and Noise (https://www.mathworks.com/matlabcentral/fileexchange/45430-auto-correlation-and-noise), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0