MATLAB Answers

Monte Carlo noise simulation

19 views (last 30 days)
University Student
University Student on 27 Feb 2021
Answered: Image Analyst on 27 Feb 2021
I need help getting started with this problem. Is there a built in Matlab syntax I can do this with.
a) Perform 1000 run monte-carlo simulation to demonstrate that the error from the sum OR difference of two random measurements is expressed by .
b) Perform a 1000 run monte-carlo simulation (of 10 minutes) to look at the error growth of a random walk (integrated white noise). Use a white noise with 1-sigma value of 0.1 and 0.01 and compare the results. Plot the mean and standard deviation of the monte-carlo simulation along with one run of the simulation (show that the random walk is zero mean with a standard deviation is

Answers (1)

Image Analyst
Image Analyst on 27 Feb 2021
You can use rand() to get a 1000 row matrix with 2 columns. Then use mean() and std() on each column or row.
I'm attaching some Monte Carlo demos for you.

Community Treasure Hunt

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

Start Hunting!