psudo random sequences

2 visualizaciones (últimos 30 días)
kush
kush el 22 de Mzo. de 2012
how to generate 2 uncorrelated psudo random sequence

Respuesta aceptada

Wayne King
Wayne King el 22 de Mzo. de 2012
Can't you just call the random number generator twice
x = randn(1e3,1);
y = randn(1e3,1);
If you look at the cross-correlation sequence of those two sequences you can show they are uncorrelated.
For example, let's compute the cross-correlation sequence and place approximate 95%-confidence intervals.
[xc,lags] = xcorr(x,y,20,'coeff');
lconf = -1.96/sqrt(length(x));
upconf = 1.96/sqrt(length(x));
stem(lags,xc,'markerfacecolor',[0 0 1]);
set(gca,'ylim',[lconf-0.03 1.05]);
hold on;
line(lags,lconf*ones(size(lags)),'color','r','linewidth',2);
line(lags,upconf*ones(size(lags)),'color','r','linewidth',2);
They look uncorrelated to me.
There are more advanced things you can do, but do you need that?

Más respuestas (0)

Categorías

Más información sobre Random Number Generation en Help Center y File Exchange.

Community Treasure Hunt

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

Start Hunting!

Translated by