第一特徵函數&第二特徵函數

本文展示如何繪製一個高斯分布過程的第一特徵函數&第二特徵函數

clc
clear
close all

u = 3;
a = 0.5;
Nr = 100;
Nc = 1000;
w = 1:Nr;
x = random("norm",u,a,1,Nc);

Q = zeros(Nr,Nc);
Qabs = zeros(Nr,Nc);

for iloop1 = 1:Nc
Q(:,iloop1) = exp(1j*w*x(iloop1));
end
QE = mean(Q,2);
LQ = log(Q);
LQE = mean(LQ,2);
QEabs = abs(QE);
LQEabs = abs(LQE);

figure(1)
subplot(2,1,1)
plot(QEabs)
subplot(2,1,2)
plot(LQEabs)

以下為運行結果

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