I am reading a book (Digital Signal Processing Handbook chapter 17) and
there are some examples that talk about AR(1) and MA(3) processes.
How can I generate such processes in matlab??
The example I am reading says something like this:
s1(n), s2(n) and v(n) are Gaussian zero-mean stationary and mutually
uncorrelated.
s1(n) is MA(3) with parameters [1, 0.2, 0.3, 0.5] and variance alpha1^2 1.38
s2(n) is AR(1) with parameters [1, -0.5] and variance alpha2^2 = 2
noise v(n) is MA(1) (i.e. colored) with parameters [1, 0.5] and variance
alphav^2 = 1.25
I would like to know how to generate these signals in matlab (code) and if
possible some reference where I can learn more theory about them.
thanks,
