function sim2b()
  
  cd Z:/Education/cvs/uio/postdoc/luminy/matlab
  
  set(gca,'FontSize',12);
  
  K=128;
  n=256;
  sigma=sqrt(0.1);
  R = zeros(n,n);
  for (k=1:K) 
    R(k,k) = 1;
  end
  C = R * R' + sigma^2 .* eye(n,n);%covariance matrix
  nmom=4;
  momsnonoise=momentsfromeigenvals(eig(R*R'),nmom);
  
  Lvalues = [128 512];
  
  for (z=1:nmom) 
    scales(z) = mfun('binomial',2 * z,z);
  end
        
  allmmse = [];
  
  for L=Lvalues
    sprintf('L=%i\n',L)
    X = (1/sqrt(L)) .* randn(n,L);
    momsSCM = momentsfromeigenvals(eig(C * X * X'),nmom);  
    
    sigmatry = (sigma-0.1):0.001:(sigma+0.1);
    mmse = [];
    for altsigma=sigmatry
      sprintf('sigma=%f\n',altsigma)
      
      moms = convolvescalar(momsnonoise,altsigma^2);
      moms = convolvemp(moms,n/L);
 
      mmse = [mmse (((moms-momsSCM) ./ scales) * transpose(moms-momsSCM))];
    end
    allmmse = [allmmse; mmse];
  end
  
  plot(sigmatry,allmmse(1,:),'k+',sigmatry,allmmse(2,:),'kx');
  xlabel('\sigma')
  ylabel('MMSE')
  axis([sigma-0.1 sigma+0.1 0 0.02])
  legend_handle = legend('128 observations','512 observations','Location','NorthWest');
  set(legend_handle, 'Box', 'off');
  grid on;
  print -deps ../images/sim2b.eps;