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Correlation Matrix

Nguyễn Minh Đức 6 Rep.

Hi friends, I am doing the project about simulating CDMA system by matlab . . I am simulating CDMA system with 3 user, use 3 gold code to make waveform, then over Rayleigh (h) and noise (s) ,then decode again with 3 gold-codes then into correlation matrix. Finally we got 3 begining signal–>SNR
I have a trouble on simulating the correlation matrix at Receiver. Pls give me an example or understanding( how make it, how it work…)
Really sorry about my bad English.
Thanks you.

Mathuranathan answered
Mathuranathan 337 Rep.

The concept of constructing a correlation matrix (using Cholesky decomposition) and applying it to generate multiple sequence of correlated random variables is given here:

Constructing an auto-correlation matrix using various methods is demonstrated here:

Hope it helps in your understanding

Mathuranathan commented on answer