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In the followinf code I am trying to generate a Complex Gaussian Noise:

n_3 = sqrt(0.1)*randn(1,K);
n_4 = sqrt(0.1)*randn(1,K);
beta_NLoS = (n_3+1i*n_4); % CN(0,0.1)

Does my code do as intended?

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1 Answer 1

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If you want a Circular Complex Gaussian Noise (Independent):

vComplexNoise = sqrt(noiseVar / 2) * (randn(1, numSamples) + (1i * randn(1, numSamples)))

For correlated noise you'll need to define the Co Variance Matrix and use Cholesky Decomposition.

Update

Following @Stanley Pawlukiewicz advise, run the following code:

numSamples = 100000;
noiseVar   = 4;

mA = sqrt(noiseVar / 2) * (randn(numSamples, 1) + (1i * randn(numSamples, 1)));

var(mA)

You should see result which is very close to noiseVar on the screen.

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  • $\begingroup$ so the code i written is just a complex gaussian ,not circular? $\endgroup$ Aug 22, 2018 at 7:57
  • $\begingroup$ vComplexNoise = sqrt(0.1 / 2) * (randn(1, K) + (1i * randn(1, k))) like this? $\endgroup$ Aug 22, 2018 at 7:59
  • $\begingroup$ Yep, just like you wrote above. Please mark this as answered. $\endgroup$
    – Royi
    Aug 22, 2018 at 8:13
  • $\begingroup$ but is't the gaussian distribution $\frac{1}{\sqrt{\sigma^2 2*\pi}}$ $\endgroup$ Aug 22, 2018 at 8:24
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    $\begingroup$ The formula for the Gaussian distribution with the variance in the denominator is the distribution function itself, not the random data itself! Then randn function will produce a (real) Gaussian (normal) distribution with a normalized variance of 1. So to get any other variance you need to scale the magnitude of whatever is generated by the standard deviation. Hence sqrt(noiseVar/2). The reason for the divide by 2 as Royi pointed out is that you are generating independent sequences that will sum together. For the sum of independent random variables the variances add. $\endgroup$ Aug 22, 2018 at 10:42

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