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Example KF-3

Generation of the second order Gauss-Markov process

   » xgmp2

   Specify the number of steps in the sequence.
   For example: 256, 512, 1024, 2048, 4096;    Specify a number --> 512

   Do you want to use the default data? (y/n)[y]

   Select the initial seed value, the default is 0
   Do you want to use the default value? (y/n)[y]

   Execute second order Gauss-Markov process graph - first component 
   Select the mouse position to insert text on the graph.
   Press a key to continue...

   Executed graph - check the window associated to this figure.
   Press a key to continue...

   Execute second order Gauss-Markov process graph - second component –

   Select the mouse position to insert text on the graph.
   Press a key to continue...

   Executed graph - check the window associated to this figure.
   Press a key to continue...

   For the auto-correlation sequence (first/second state component) - 
   function XCORR from Signal Processing Toolbox is required.
   Plot the auto-correlation sequence? (y/n)[y] -->

   Auto-correlation graph - check the window associated to this figure.
   Press a key to continue...

   Do you want to save the generated data? (y/n)[y] -->

   Specify the output filename (with extension), e.g. xgmp2.out -->   xgmp2.out

   End of the program XGMP2

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