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Zero Mean White Gaussian Noise with Covariance Matrix Given

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Bakul Jangley
Bakul Jangley on 6 Jul 2021
Answered: Bjorn Gustavsson on 6 Jul 2021
I need to generate a zero mean white gaussian noise (vk, 3x1) with the covariance matrix as .
This is what I did:
noise = rand(3,1);
cmatrix = cov(noise);
vk = cmatrix*noise;

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