Generating Additive White Gaussian Noise (AWGN) is an indispensable for simulating communication systems. In some cases, we need to produce sequences from a multivariate normal distribution. The standard way to generate such random sequences in Matlab is to use the function mvnrnd( ). But we need the Statistics and Machine Learning Toolbox for this purpose. However, there is another way of producing multivariate normal random numbers in Matlab without this toolbox. One alternative is to use the randn( ) function along with the Cholesky decomposition of the covariance matrix. The main idea is that when generating multivariate normal random numbers,
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