Discrete Time Gaussian Random Process for a sequence

Consider a discrete time random process, each outcome of an experiment produces a sequence

of IID, zero-mean Gaussian random variables, W1,W2,W3.....Wn, n= 20. Write the

MATLAB code for generating this process.

Answer 1

[Kartikay Sapra]

In order to create sequence of IIDs that are Gausian Random Variables, use the 'normrnd' function:

https://in.mathworks.com/help/stats/normrnd.html

Please note the following example:

time_steps = 100; %Each iteration for the random process/number of simulations
for t = 1:time_steps
    %DTRP: Discrete Time Random Process, stores the IIDs at every time step. 
    %creating a column vector of W1, W2, ...Wn, n=20 IIDs with mean = 1 and
    %standard deviation = 1.
    DTRP{t} = normrnd(0, 1, [20 1]);     
end

%Displaying the random variables at t=1
DTRP{1}

ans = 20×1

1.4673 0.2652 -0.4163 -0.5958 0.3486 0.5809 -2.3177 1.4564 0.3297 -1.3770