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where e(k) E N(0,1). Assume a = 0.001 and generate the first 100 values starting from S(0) = 200. Use the first 50 values and (9.51) to obtain an estimat did not know its value. Use the other 50 to compute th

where e(k) E N(0,1). Assume a = 0.001 and generate the first 100 values starting from S(0) = 200. Use the first 50 values and (9.51) to obtain an estimat did not know its value. Use the other 50 to compute th

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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7. Consider the first order model S(k) = aS(k – 1) +e(k), where e(k) E N(0,1). Assume a = 0.001 and generate the first 100 values of S(k) starting from S(0) = 200. Use the first 50 values and (9.51) to obtain an estimate of the parameter assuming that you did not know its value. Use the other 50 to compute the MSE. Kepeat your results for 200 values for S(k). Comment on your results. %3D
Transcribed Image Text:7. Consider the first order model S(k) = aS(k – 1) +e(k), where e(k) E N(0,1). Assume a = 0.001 and generate the first 100 values of S(k) starting from S(0) = 200. Use the first 50 values and (9.51) to obtain an estimate of the parameter assuming that you did not know its value. Use the other 50 to compute the MSE. Kepeat your results for 200 values for S(k). Comment on your results. %3D
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