estimate the autocorrelation function of white gaussian noise with variance 1

estimate the autocorrelation function of white gaussian noise with variance 1

[Satadru Mukherjee]

t=0:1000;

x=randn(1,length(t));

subplot(2,1,1);

plot(t,x);

ylabel('Amplitude');

xlabel('Time sample');

title('Gaussian noise signal');

t2=-fliplr(t);

nl=min(t)+min(t2);

nh=max(t)+max(t2);

t=nl:1:nh;

y=xcorr(x,x);

subplot(2,1,2);

plot(t,y);

ylabel('Correlation output');

xlabel('Delay');

title('Autocorrelation of AWGN');

[hsan trifa]

Thanks dude ! it was helpfull <3

Answer 1

[Wayne King]

Use randn() to generate the WGN sequence and xcorr() to estimate the autocorrelation sequence.

See the help for both functions.