📄 xgmp1.m
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% xgmp1.m
% Scope: This MATLAB program generates first order Gauss-Markov sequence,
% plots the generated sequence, histogram, and the normalized auto-
% correlation sequence (optional).
% Usage: xgmp1
% Inputs: - number of steps in the sequence to be generated (nstep)
% - value of the time constant (1./beta), in seconds
% - standard deviation of the Gauss-Markov process (sigx)
% - time interval between samples (deltat), in seconds
% - value of the initial seed, e.g. 0
% - name of the output file (optional), if the generated data are
% saved
% Outputs: - plot of the first order Gauss-Markov sequence
% - histogram plot
% - plot of the normalized auto-correlation sequence (optional)
% Remark: A default set of data for beta, sigx, and deltat is provided.
% External Matlab macros used: genrn, gmp1, rms, xcorr (from Signal
% Processing Toolbox) - optional
% Last update: 06/27/00
% Copyright (C) 1996-00 by LL Consulting. All Rights Reserved.
clear
close all
yes = 'y';
% Initialization - input data for first order Gauss-Markov process
disp(' ');
disp('Specify the number of steps in the sequence.');
nstep = input('Example: 256, 512, 1024, 2048, 4096; Selection --> ');
disp(' ');
answer1 = input('Do you want to use the default data ? (y/n)[y] --> ','s');
if isempty(answer1)
answer1 = yes;
end
if (strcmp(answer1,yes) == 1)
beta = 1.0/300.0; % reciprocal time constant
sigx = 15.0; % standard deviation of the Gauss-Markov process
deltat = 1.0; % time interval between samples
else
betainv = input('Specify the value of time constant (1/beta) --> ');
sigx = input('Specify the value of sigx --> ');
deltat = input('Specify the value of deltat --> ');
beta = 1. / betainv;
end
disp(' ');
iseed = input('Specify the value of the initial seed, iseed, e.g. 0 --> ');
rand('seed',iseed);
disp(' ');
% Generate the first order Gauss-Markov sequence
x = gmp1(nstep,beta,sigx,deltat);
% Determine mean, standard deviation and root mean square (rms) for the
% generated random numbers
xmean = mean(x);
xstd = std(x);
xrms = rms(x);
temp1 = ['mean = ',num2str(xmean)];
temp2 = ['st.dev. = ',num2str(xstd)];
temp3 = ['rms = ',num2str(xrms)];
g = [temp1,' ; ',temp2,' ; ',temp3];
% Plot the Gauss-Markov time sequence
dd = num2str(nstep);
aa = 'First order Gauss-Markov process - with ';
aa = [aa dd ' time sequences'];
ee = 'First order Gauss-Markov sequence';
ff = ['Time sequence (initial seed = ' num2str(iseed) ')'];
disp('Execute first order Gauss-Markov process graph ... ');
disp('Select the mouse position to insert text on the graph.');
disp('Press a key to continue...');
pause
figure(1)
plot(x),...
title(aa), ylabel(ee), xlabel(ff), grid,...
gtext(g); % mouse placement of the text on a graph
disp(' ');
disp('Executed graph - check the window associated to this figure.');
disp('Press a key to continue...');
pause
% Plot the histogram
aaa = 'Histogram for the First order Gauss-Markov process - with ';
aaa = [aaa dd ' time sequences'];
eee = ['Gauss-Markov number value (initial seed = ' num2str(iseed) ')'];
fff = 'Number of Gauss-Markov numbers ';
figure(2)
hist(x,33),... % number of bins is selected as 33
title(aaa), xlabel(eee), ylabel(fff), grid
disp(' ');
disp('Histogram graph - check the window associated to this figure.');
disp('Press a key to continue...');
pause
% Plot the normalized auto-correlation sequence
disp(' ');
disp('For the auto-correlation sequence - the function XCORR from ');
disp('Signal Processing Toolbox is required.');
answer2 = input('Plot the auto-correlation sequence? (y/n)[y] --> ','s');
if isempty(answer2)
answer2 = 'y';
end
if strcmp(answer2,yes) == 1
b = -(nstep-1):1:(nstep-1);
a = xcorr(x','coeff');
bb = 'Normalized auto-correlation sequence';
cc = ['Sequence lag (initial seed = ' num2str(iseed) ')'];
figure(3)
plot(b,a'),...
title(aa), ylabel(bb), xlabel(cc), grid;
disp(' ');
disp('Auto-correlation graph - check the window associated to this figure.');
disp('Press a key to continue...');
pause
end
% Save the generated data into a specified file if desired
disp(' ');
answer3 = input('Do you want to save the generated data ? (y/n)[y] ','s');
if isempty(answer3)
answer3 = yes;
end
if strcmp(answer3,yes) == 1
disp(' ');
f2 = input('Specify the output filename --> ','s');
for k = 1:nstep
fprintf(f2,'%24.14e\n',x(k));
end
end
disp(' ');
disp('End of the program XGMP1');
disp(' ');
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