Gauss-Markov random sequence
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I would like to know how I could create a Gauss-Markov random sequence in Matlab? any help will be greatly appreciated
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Ashutosh Bajpai
2022-8-31
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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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2022-8-22
2022-8-31
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