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Hi. How can i add 20% Gaussian noise to some fixed value vector.

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Suppose i have a fixed value vector [1.05;0.2561;.3321]). I want to add 20% Gaussain noise to this vector such that this vector become the mean of the Gaussian distribution.
I hope that the question is clear
John D'Errico
John D'Errico on 13 Mar 2016
No, it is not clear. 20% noise suggests that you do not actually want classical additive Gaussian noise, but proportional noise.
Fiaz Ahmad
Fiaz Ahmad on 13 Mar 2016
Hi Thanks John.
Actually i have the vector give above. Now what i want is to take this vector as mean and vary this randomly. The random variation is to be Gaussian 20% around the mean.

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Accepted Answer

Rick Rosson
Rick Rosson on 14 Mar 2016
m = [ 1.05 ; 0.2561 ; 0.3321 ];
s = 0.2 * m ;
N = 1000;
x = ones(N,1) * m' + randn(N,3) * diag(s);

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