How to generate complex additive white Gaussian noise with the mean 0 and variance of σ^2 .

Hi ,

I'm looking forward to generate the noise vector n ∼ CN(0,σ^2IN), where IN is the identity matrix of N*N.

Answer 1

[Parag]

Hi, you can generate noise vector n∼CN(0,σIN) in MATLAB using the following approach:

N = 10; % Size of the noise vector 
sigma = 1; % Standard deviation (sqrt of variance) 
% Generate complex Gaussian noise 
n = (randn(N,1) + 1j * randn(N,1)) * (sigma / sqrt(2)); 
% Verify mean and variance 
mean_n = mean(n)  

mean_n = -0.1446 - 0.0488i

var_n = var(n)  

var_n = 0.6349