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# Monte Carlo noise simulation

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University Student on 27 Feb 2021
Answered: Image Analyst on 27 Feb 2021
I need help getting started with this problem. Is there a built in Matlab syntax I can do this with.
a) Perform 1000 run monte-carlo simulation to demonstrate that the error from the sum OR difference of two random measurements is expressed by .
b) Perform a 1000 run monte-carlo simulation (of 10 minutes) to look at the error growth of a random walk (integrated white noise). Use a white noise with 1-sigma value of 0.1 and 0.01 and compare the results. Plot the mean and standard deviation of the monte-carlo simulation along with one run of the simulation (show that the random walk is zero mean with a standard deviation is ##### 0 CommentsShowHide -1 older comments

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### Answers (1)

Image Analyst on 27 Feb 2021
You can use rand() to get a 1000 row matrix with 2 columns. Then use mean() and std() on each column or row.
I'm attaching some Monte Carlo demos for you.
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R2020b

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