How to create Gauss noise within the interval
6 views (last 30 days)
Show older comments
I have an interval with lower boundary at a = -0.005 and upper boundary b = 0.005. I need to create the Gauss white noise within this interval. For uniformly distributed pseudorandom numbers (generated by rand) it is clear e.g.:
r = a + (b-a).*rand(100,1);
however it does not work for randn function.I need some way how to produce the Gaussian noise in given interval. Is there any way how to do it?
thanks
0 Comments
Accepted Answer
Image Analyst
on 17 Sep 2013
One (inefficient) way is to just create more than you need and throw away any outside the range. Of course this might make it not purely Gaussian anymore
% Generate the numbers.
mu=2;
sigma = 4;
r = mu + sigma .* randn(1000,1);
% Define range we want
a = -7;
b = 9;
badNumbers = r < a | r > b;
r(badNumbers) = [];
numberOfElementsNow = numel(r)
% Define how many you need
numElementsNeeded = 400;
% Get them
if numElementsNeeded < numberOfElementsNow
r = r(1:numElementsNeeded);
numberOfElementsNow = numel(r)
else
% Tack some more on and try again.
end
0 Comments
More Answers (2)
Daniel Shub
on 17 Sep 2013
What you are looking for is typically called a Truncated Gaussian. There is a highly rated FEX:submission
0 Comments
Laurent
on 17 Sep 2013
This is not possible, since the output of randn can be in principle any value between -Inf and +Inf.
Depending on what you want you could set the width of the gaussian to a reasonable value (for example sigma=0.005) and then later clip values outside of your interval to the border values.
0 Comments
See Also
Categories
Find more on Mathematics and Optimization in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!