simu_fading function

Simulate Signals from A System with Rayleigh Flat-Fading Channels

The function generates a sample from a system with Rayleigh flat-fading channels.

simu_fading(nobs, par)

Arguments

• nobs: sample size.
• par: a list with following components: HH is the state coefficient matrix; WW, WW*t(WW) is the state innovation covariance matrix; VV, VV*t(VV) is the observation noise covariance matrix; GG is the observation model.

Examples

HH <- matrix(c(2.37409, -1.92936, 0.53028,0,1,0,0,0,0,1,0,0,0,0,1,0),ncol=4,byrow=TRUE)
WW <- matrix(c(1,0,0,0),nrow=4)
GG <- matrix(0.01*c(0.89409,2.68227,2.68227,0.89409),nrow=1)
VV <- 1.3**15*0.0001
par <- list(HH=HH,WW=WW,GG=GG,VV=VV)
set.seed(1)
simu <- simu_fading(200,par)