multi_gp.m

来自「Communition MATLAB (Proakis)书中的源程序」· M 代码 · 共 10 行

function [x] = multi_gp(m,C)
%  [x]=multi_gp(m,C)
%		MULTI_GP  generates a multivariate Gaussian random
%   		process with mean vector m (column vector), and covariance matrix C.
N=length(m);
for i=1:N,           			
  y(i)=gngauss;      			
end;
y=y.';               			
x=sqrtm(C)*y+m;