Assignment 1
- Convince yourself that the central limit theorem is a good motivation for concentrating on Gaussian noise. Hint: Use Matlab and different noise sources.
- Use, for instance, Google, to find out more about Brownian motion. You can find nice recordings and Javascripts for simulation of Brownian motion.
- Use Exercise 1 on page 4 to convince yourself that the solution of Example 1:2.1 is correct.
- Use Matlab to simulate the open and closed loop strategies in Exercise 3 on page 4.
- Who was H. Cramér?