gngauss.m

根据蒙特卡罗仿真原理

%******************************************************
% gngauss.m
% Generate additive white gausian noise(P47/p119)
% Programmed by Liu Dejian
% Dtat:2008-3-8
%******************************************************
function[gsrv1,gsrv2]=gngauss(m,sgma)
%   [gsrv1,gsrv2]=gngauss(m,sgma)
%   [gsrv1,gsrv2]=gngauss(sgma)
%   [gsrv1,gsrv2]=gngauss
%		GNGAUSS  generates two independent Gaussian random variables with mean
%   		m and standard deviation sgma. If one of the input arguments is missing, 
%   		it takes the mean as 0.
%   		If neither the mean nor the variance is given, it generates two standard
%   		Gaussian random variables. 
if nargin==0,
   m=0;sgma=1;
elseif nargin==1,
   sgma=m;m=0;
end;
u=rand;                         	% a uniform random variable in (0,1)
z=sgma*(sqrt(2*log(1/(1-u))));  	% a Rayleigh distributed random variable
u=rand;                         	% another uniform random variable in (0,1)
gsrv1=m+z*cos(2*pi*u);
gsrv2=m+z*sin(2*pi*u);