Scilab Function
Last update : 7/11/2005

markov - Autocorrelation of a stationary Markov process

Calling Sequence

[p,rxx] = markov(Q,merkmal,z)

Parameters

Description

the autocorrelation is really computed, not estimated here !

Examples

S=markomat(5,0.9,'updo')
v=-2:1:2;
z=0:1:63;
[P,rxx]=markov(S,v,z);
disp(P);
plot2d2(z,rxx);
// end of example markov

See Also

mamufo ,   markomat ,  

Authors

Dr. Andreas Geissler geisslea@web.de