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R matrix of noise

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rabih Al Ahmadieh
rabih Al Ahmadieh on 17 Apr 2016
Closed: MATLAB Answer Bot on 20 Aug 2021
If I have a function y(n)=0.8*y(n-1)+0.2*u(n-1)+e(n)+0.7*e(n-1)
How can I get R matrix using matlab of the colored noise (e(n)+0.7*e(n-1)). Where e(n) is white with R=sigma^2*I.
Thank you

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