數學定義
http://en.wikipedia.org/wiki/Complex_normal_distribution
通信中的定義
在通信里,復基帶等效系統的噪聲是復高斯噪聲,其分布就是circularly symmetric complex Gaussian。你可以理解為我們通常意義的噪聲,因為不是circularly symmetric的高斯噪聲我們在通信里從來不用考慮。
下面是產生m行n列的 CN(0, sigma^2)噪聲(randn(m,n)+1i*randn(m,n))*sigma/sqrt(2)
“circular” means the variance of the real and imaginary parts are equal.
"white" refers to the fact that the power spectral density of the noise is flat across the whole frequency spectrum. This means that its autocorrelation is a Dirac-delta at t=0.(So its covariance matrix will show noise powers on the diagnal elements and zeros elsewhere.)
"gaussian" means the probability distribution of the amplitudes of the noise samples is Gaussian.