用matlab仿真平稳高斯过程
时间: 2023-11-02 08:01:34 浏览: 197
在MATLAB中,可以使用Statistics and Machine Learning Toolbox中的函数来生成平稳高斯过程的仿真。
下面是一个简单的例子:
```matlab
% 定义时间和采样点数
t = linspace(0,1,1000);
n = length(t);
% 定义自协方差函数
covfunc = @(t1,t2) exp(-abs(t1-t2)/0.1);
% 生成随机样本
y = mvnrnd(zeros(n,1), toeplitz(covfunc(t,t)));
% 绘制样本
plot(t,y)
```
在这个例子中,我们首先定义了时间和采样点数,然后定义了自协方差函数。接下来,我们使用`mvnrnd`函数来生成随机样本,并使用`toeplitz`函数来生成协方差矩阵。最后,我们绘制了样本。
运行上面的代码,可以得到类似于下图的平稳高斯过程仿真结果:

注意:在实际应用中,需要根据具体的应用场景和需求,选择合适的自协方差函数和参数值。
阅读全文
相关推荐
















