samedi 11 septembre 2021

How to generate complex Gaussian noise terms of zero mean and time correlation in MATLAB?

I have a system of ODEs (rate equations) that are solved by ode MATLAB solvers. I need to add complex Gaussian noise terms enter image description here and enter image description here of zero mean, variance of 1 and time correlation given by:

$\left \langle \xi_{i}(t) \xi_{j}^{*}(t^{'}) \right \rangle = \delta _{ij}\delta (t-t^{'})$

How can I add such noise?




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