第一特征函数&第二特征函数

本文展示如何绘制一个高斯分布过程的第一特征函数&第二特征函数

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)

以下为运行结果