Scilab Function
Last update : 1/11/2005

sirp - Sherical invariant random processes

Calling Sequence

[s,ABBMAT] = sirp(N,C,modusirp)

Parameters

Description

This function is used to generate two spherical invariant random processes. Herefore, the Covariance matrix between the two desired processes must be specified.

s is a matrix with 2 columns, each column represents one process. The matrix ABBMAT contains a 2x2 matrix, which can be used to generate other processes.

Examples

C=[0.7,0.3;0.3,0.4]
[S,abbm]=sirp(1000,C,'normal');
plot2d(S(:,1),S(:,2),style=-8);
disp(abbm);
// Generate a SIRP
x1=rand(1,200,'normal');
x2=rand(1,200,'normal');
X=[x1;x2];
Y=abbm*X;
xclick();
xbasc();
plot2d(Y(1,:),Y(2,:),style=-3);
// End of example sirp

Authors

Dr. Andreas Geissler geisslea@web.de