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Correlating samples generated by randn

From: Pascual Muñoz Muñoz
Subject: Correlating samples generated by randn
Date: Thu, 24 Jan 2002 19:11:42 +0100

Dear all,

I want to use randn to generate a random process realization where each
sample in the realization is correlated with some of its neighboor
samples. Is this possible in Octave? How?

Thanks in advance.


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