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Hi, I'm trying to simulate a discrete system that has a random input, but I can't figure out how to make the input signal.
Basically, I want to create a vector whose entries are randomly selected from a list of possible values, each with an associated probability.
Is there a simple way of doing this in Matlab?
Solved. I first made an n-length vector of random numbers between 0 and 1
r=rand(1,n)
and an indexing vector
k=(1:1:n), where n is the desired number of samples.
With p1, p2 etc. being the probabilities for each value of x, the signal becomes:
x(k)=x1*(r(k)<p1)+x2*((r(k)>=p1)&(r(k)<p1+p2))+...
This assigns each possible value of x a portion of the interval between 0 and 1 corresponding to its probability p. For each k an entry from r is checked by all terms. They all evaluate to zero except the one that contains the number from r.