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MakeProcess

Generates NR locally stationary process realizations

Calling Sequence

x = MakeProcess(NR,N);

Description

Generates NR locally stationary process realizations byfiltering a white noise (z) through a slowly varying filter (kernel); The filtering is done by convolution in the time-domain.

Parameters

NR :

number of realizations

N :

size of signal

Outputs:

x :

N*NR matrix containing NR realizations of a locally stationary process

Authors

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