RT_cgaussian_fft

(rtools/RT_cgaussian_fft.m)

Function Synopsis

[out1,out2] = RT_cgaussian_fft(acf);

Help text

function [out1,out2] = RT_cgaussian_fft(acf);

 Generates correlated zero-mean, unit-variance gaussian
 variates with an autocorrelation function of acf.
 The acf should be ONE SIDED, i.e. similar to
  acf = exp(-[0:N-1])

 The routine forms the two sided acf and 
 returns 2N variates from an input acf
 of size [1,N]

 It can produce two independent outputs in out1 and out2

 Source:
 [1] Matlab signal processing toolbox manual
 [2] http://mathworld.wolfram.com/Wiener-KhinchinTheorem.html
 [3] http://mathworld.wolfram.com/Autocorrelation.html

Cross-Reference Information

correlation_demo              rtools/correlation_demo.m