exp1.m

平稳信号的模拟与特征估计 随机信号课程实验

a=0.8;
sigma=1;
N=500;
u=randn(N,1);
x(1)=sigma*u(1)/sqrt(1-a^2);
for i=2:N
   x(i)=a*x(i-1)+sigma*u(i);
end
plot(x);