Gauss-Markov random sequence

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Cesar Cardenas
Cesar Cardenas 2022-8-22
I would like to know how I could create a Gauss-Markov random sequence in Matlab? any help will be greatly appreciated

回答(1 个)

Ashutosh Bajpai
Ashutosh Bajpai 2022-8-31
I could find the simsd method to simulate linear models with uncertainty using Monte Carlo method.
This might be helpful to you in what you want to achieve.

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