sirp - Sherical invariant random processes
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.
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