gaus_mar.m

来自「Communition MATLAB (Proakis)书中的源程序」· M 代码 · 共 12 行

function [X]=gaus_mar(X0,rho,N)
% [X]=gaus_mar(X0,rho,N)
%		GAUS_MAR  generates a Gauss-Markov process of length N.
%   		The noise process is taken to be white Gaussian
%   		noise with zero mean and unit variance.
for i=1:2:N,
  [Ws(i) Ws(i+1)]=gngauss;        % Generate the noise process
end;
X(1)=rho*X0+Ws(1);                % First element in the Gauss-Markov process
for i=2:N,
  X(i)=rho*X(i-1)+Ws(i);          % the remaining elements
end;