RT_cgaussian_iir

(rtools/RT_cgaussian_iir.m)

Function Synopsis

[out,err] = RT_cgaussian_iir(acf, Nsamples);

Help text

function [out,err] = RT_cgaussian_iir(acf, Nsamples);

 Generates Nsamples of correlated zero-mean, unit-variance gaussian
 variates with an approximate autocorrelation function of acf.

 It uses ac2poly from the Signal Processing toolbox. This
 is not necessarily stable as it is an IIR filter, however
 this can make it more accurate. err can be returned to give
 the overall 'prediction error'.

 Source:
 [1] Matlab signal processing toolbox manual

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
 Please acknowledge use of this toolbox in any publication or software.
 This header must be retained in any derivative work

Cross-Reference Information

correlation_demo              rtools/correlation_demo.m