Hello,
I am an electrical engineer with about 800 hours of matlab coding/scripting/simulations experience,
Also, I have about 60 hours of Pspice simulations (including exporting data from pspice to MATLAB for further data analysis ) and about 100 hours of electrical lab experience
I took about 4-6 courses in signal processing and I already solved part 1 of your assignment, I am attaching it here.
%Problem 1
N=1e4;
x_white = randn(2,N);
mu = [730; 1090];
% V's coloumns are the eigenvectors of sigma
% D's diagonal members are the eigen values of sigma
sigma1 = diag([8000,8000]); [V1,D1] = eig(sigma1);
sigma2 = diag([8000,18500]); [V2,D2] = eig(sigma2);
sigma3 = [8000,8400 ; 8400,18500]; [V3,D3] = eig(sigma3);
% A is a matrix such that Y=AX is a "colored" gaussian vector, whereas X is
% a white gausian vector
A1 = sqrt(D1^-1)*V1';
A2 = sqrt(D2^-1)*V2';
A3 = sqrt(D3^-1)*V3';
x1 = A1^-1*x_white + repmat(mu,1,N);
x2 = A2^-1*x_white + repmat(mu,1,N);
x3 = A3^-1*x_white + repmat(mu,1,N);
Since I am new to upwork, I will only charge your for 30$