gusucode.com > 现代通信系统——使用MATLAB(+全部程序) > 现代通信系统——使用MATLAB(+全部程序)/现代通信系统——使用MATLAB(+全部程序)/Matlab 程序/Chapter2/Gaus_mar.m
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;