www.pudn.com > estimate-ar.rar > p506.m

%program p506 
a1=-0.195; 
a2=0.95; 
n=[1:1000]'; 
v0=randn(1,1000); 
var=(1-a2)/(1+a2)*((1+a2).^2-a1.^2); 
v=0.3*v0; 
u0=[0 0]; 
num=1; 
den=[1 a1 a2]; 
Zi=filtic(num,den,u0) 
[u,Zf]=filter(num,den,v,Zi); 
 
xlabel('n');ylabel('V0(n)'); 
title('White Noise'); 
legend('var=1',1) 
 
subplot(211); 
plot(n,v); 
xlabel('n');ylabel('V(n)'); 
title('White Noise'); 
legend('var=0.3',1) 
 
subplot(212); 
plot(n,u); 
xlabel('n');ylabel('X(n)'); 
title('signal with white noise');