matlab如何产生定协方差的白噪声

设协方差矩阵C为3x3,则z为所求噪声。可验证Cz=CC=[ 10 -3 -1-3 5 2-1 2 1];[V,D] = eig(C);A = V*sqrt(D);x = randn(1000,size(C,1));z = x*A';Cz = cov(z);