1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 % Example noisy dataset. a = 1; c = 1; r = 1; q = 1; x0 = 1; q0 = 1; nsim = 201; x = zeros(1, nsim); y = zeros(1, nsim); t = 0:(nsim - 1); randn('state', 0) x(1) = x0 + sqrt(q0)*randn(); for i = 1:nsim y(i) = c*x(i) + sqrt(r)*randn(); x(i + 1) = a*x(i) + sqrt(q)*randn(); end plot(t, y, '-o'); gnuplotsave('noisy.dat', struct('output', [t', y']));