Scilab Function
Last update : 7/11/2005
markov - Autocorrelation of a stationary Markov
process
Calling Sequence
-
[p,rxx] =
markov(Q,merkmal,z)
Parameters
-
Q
: probability matrix
-
merkmal
: values of random process
-
z
: Time'-Difference for ACF
-
p
: probability of states
-
rxx
: the auto correlation function
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