aacauchypdf.m

自适应信号处理中LMS

function[x]=aacauchypdf(a,b,N)
for i=1:N
    r1=rand;
    r2=rand;
    x1(i)=sqrt(-2*log(r1))*cos(2*pi*r2);
    x2(i)=sqrt(-2*log(r1))*sin(2*pi*r2);
    x(i)=b*(x1(i)/x2(i))+a;
end;