Random Processes Course - Supplementary Matlab code files

Histogram of a random variable

• Cube rolled experiment
• Single bin example
• Central limit theorem for a discrete variable example
• Fit of distribution (exponential)
• Fit of distribution 2 (Gaussian)

Linear regression

• Linear regression example
• \(Y=X^2\Rightarrow\rho_{XY}=0\) example

Gaussian variables

• 2D CDF plot
• Two 1D Gaussian variables without joint Gaussian example
• 2D correlated example
• 2D CDF single point calculation

Random process

• Random walk example

ACF

• Output of \(x[n] = \frac{1}{2}w[n] + \frac{1}{2}w[n-1]\) example
• Delay evaluation example by cross-correlation function
• Process with exponetial distribution and ACF with exponential decay example

Linear prediction of signals

• Linear prediction example

Systems in noise

• Variance of the output of a system example