Markov:
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Generate random output from a Gauss-Markov process. The
autocorrelation function for a Gauss-Markov process is
sigma^2*exp(-abs(tau)/tCorr)
Since version 1.
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Form:
[x, tau] = Markov( sigma, tCorr, n, tSamp )
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Inputs
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sigma (:) Square root of mean squared value
tCorr (:) Correlation time constant
n (1,1) Number of samples
tSamp (1,1) Sampling period
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Outputs
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x (:,n) Output
tau (n) Time shifts
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