1
$\begingroup$

My question is a mix of signal processing and Matlab coding.

I have an FIR filter with added noise $w_n$ $$x_n=\sum_{m=0}^{N_h-1}h_mg_{n-m}+w_n.$$

Now the noise $w_n$ has the autocorrelation $$E[w_nw_m]=\sigma^2e^{-|m-n|}.$$

How can I generate this noise in Matlab?

Thanks in advance

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.