Gauss-Markov random sequence

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

Answers (1)

Ashutosh Bajpai
Ashutosh Bajpai on 31 Aug 2022
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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