function [Z MR ER]=Generate(M,E,NUM,L)
%分解C
C=CreateC(E);
%生成N(0,1)分布的Y
Y=zeros(NUM,L);
for n=1:1:L/2
    X1=rand([NUM,1]);
    X2=rand([NUM,1]);
    Y(:,2*n-1)=sqrt((-2)*log(X1)).*cos(2*pi*X2);
    Y(:,2*n)=sqrt((-2)*log(X1)).*sin(2*pi*X2);
end
%產生N(M,E)分布的矢量Z子函數
Z=zeros(NUM,L);
for n=1:NUM
    Z(n,:)=(M+C*Y(n,:)')';
end
%估算期望矢量
MR=sum(Z,1)'./NUM;
%估算協方差矩陣
ER=zeros(L,L);
for j=1:NUM
    ER=ER+(Z(j,:)'-M)*(Z(j,:)'-MR)';
end
ER=ER./(NUM-1);