Generating Basic signals – Rectangular Pulse and Power Spectral Density using FFT

Numerous texts are available to explain the basics of Discrete Fourier Transform and its very efficient implementation – Fast Fourier Transform (FFT).  Often we are confronted with the need to generate simple, standard signals (sine, cosine, Gaussian pulse, square wave, isolated rectangular pulse, exponential decay, chirp signal) for simulation purpose. I intend to show (in a series of articles) … Read more

Generate multiple sequences of correlated random variables

In the previous post, a method for generating two sequences of correlated random variables was discussed. Generation of multiple sequences of correlated random variables, given a correlation matrix is discussed here. Correlation Matrix Correlation matrix defines correlation among N variables. It is a symmetric $latex N \times N $ matrix with the $latex (ij)^{th} $ … Read more

Generate two correlated random sequences

This article discusses the method of generating two correlated random sequences using Matlab. If you are looking for the method on generating multiple sequences of correlated random numbers, I urge you to go here. Generating two vectors of correlated random numbers, given the correlation coefficient $latex \rho $, is implemented in two steps. The first … Read more

Sampling in Matlab and downsampling an audio file

Generating a continuous signal and sampling it at a given rate is demonstrated here. In simulations, we may require to generate a continuous time signal and convert it to discrete domain by appropriate sampling. For baseband signal, the sampling is straight forward. By Nyquist Shannon sampling theorem, for faithful reproduction of a continuous signal in … Read more