Uniform, Gaussian and Rayleigh Distribution

Posted on June 26, 2012 by John It is sometimes important to know the relationship between various distributions. This can be useful if there is a function available for one distribution and it can be used to derive other distributions. In the context of Wireless Communications it is important to know the relationship between the Uniform, Gaussian and Rayleigh distribution. According to Central Limit Theorem the sum of a large number of independent and identically distributed random variables has a Gaussian distribution. This is used to model the amplitude of the in-phase and quadrature components of a wireless signal. Shown below is the model for the received signal which has been modulated by the Gaussian channel coefficients g1 and g2. r=g1*a1*cos(2*pi*fc*t)+g2*a2*sin(2*pi*fc*t) The envelope of this signal (sqrt(g1^2+g2^2)) as a Rayleigh distribution. Now if you only had a function for Uniform Distribution you can generate Rayleigh Distribution using the following routine.
clear all close all M=10000; N=100; for n=1:M; x1=rand(1,N)-0.5; x2=rand(1,N)-0.5; y1=mean(x1); y2=mean(x2); z(n)=sqrt(y1^2+y2^2); end hist(z,20)

Note: Here a1 and a2 can be considered constants (at least during the symbol duration) and its really g1 and g2 that are varying.

One Response to Uniform, Gaussian and Rayleigh Distribution

1.

qpoiqp says: September 13, 2012 at 9:12 pm

x1 and x2 should be normal not uniform so use randn instead of rand.

clear all close all M=10000; N=100; for n=1:M; x1=randn(1,N)-0.5; x2=randn(1,N)-0.5; y1=mean(x1); y2=mean(x2); z(n)=sqrt(y1^2+y2^2); end hist(z,20)