Nishit, Amit and Blessy
At first, thank you for your quick reply!
I suppose that my problem about input signal wasn't enough clear. In the
meantime I managed to solve it by avoiding to use input signal at all and
therefore partly using solution that Nishit suggested.
I'm sending now how this look like.
%Generating autocorrelation function according to AR(p) model
%Generating autocorrelation function according to Jakes' model
%Generating Toeplitz Matrix
%P is model order
%Adding a small bias, eps, to the autocorrelation matrix to overcome
...the ill conditioning of Yule-Walker equations
%Generating autocorrelation function