Bernoulli random variable

Bernoulli random variable is a discrete random variable with two outcomes – success and failure, with probabilities p and (1-p). It is a good model for binary data generators and also for modeling bit error patterns in the received binary data when a communication channel introduces random errors. To generate a Bernoulli random variable X, … Read more

Model a Frequency Selective Multipath Fading channel

A brief intro to modeling a frequency selective fading channel using tapped delay line (TDL) filters. Rayleigh & Rician frequency-selective fading channel models explained. Tapped delay line filters Tapped-delay line filters (FIR filters) are best to simulate multiple echoes originating from same source. Hence they can be used to model multipath scenarios. Tapped-Delay-Line (TDL) filters with … Read more

Plot histogram and estimated PDF in Matlab

Key focus: With examples, let’s estimate and plot the probability density function of a random variable using Matlab histogram function. Generation of random variables with required probability distribution characteristic is of paramount importance in simulating a communication system. Let’s see how we can generate a simple random variable, estimate and plot the probability density function … Read more

Significance of RMS (Root Mean Square) value

Root Mean Square (RMS) value is the most important parameter that signifies the size of a signal. Defining the term “size”: In signal processing, a signal is viewed as a function of time. The term “size of a signal” is used to represent “strength of the signal”. It is crucial to know the “size” of … Read more

Construct autocorrelation Matrix in Matlab & Python

Auto-correlation, also called series correlation, is the correlation of a given sequence with itself as a function of time lag. Cross-correlation is a more generic term, which gives the correlation between two different sequences as a function of time lag. Given two sequences and , the cross-correlation at times separated by lag i is given … 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 matrix with the element equal to the correlation coefficient between the … 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 , is implemented in two steps. The first step is … Read more

White Noise : Simulation and Analysis using Matlab

Definition A random process (or signal for your visualization) with a constant power spectral density (PSD) function is a white noise process. Power Spectral Density Power Spectral Density function (PSD) shows how much power is contained in each of the spectral component. For example, for a sine wave of fixed frequency, the PSD plot will … Read more

Non-central Chi square distribution

If squares of k independent standard normal random variables are added, it gives rise to central Chi-squared distribution with ‘k’ degrees of freedom. Instead, if squares of k independent normal random variables with non-zero means are added, it gives rise to non-central Chi-squared distribution. Non-central Chi-square distribution is related to Ricean distribution, whereas the central … Read more

Chi square distribution – demystified

A random variable is always associated with a probability distribution. When the random variable undergoes mathematical transformation the underlying probability distribution no longer remains the same. Consider a random variable whose probability distribution function (PDF) is a standard normal distribution ( and ). Now, if the random variable is squared (a mathematical transformation), then the … Read more