Demonstration of Ensemble Stochastic Process

 % Demonstrate ensemble stochastic process
M=4000;N=50;Nsub=6;
x=randn(M,N);

% Uncomment next two lines when we filter the process
% b=1;a=[1 -1.5 .85];
% x=filter(b,a,x')';

n=0:N-1;
nn=20;mm=21;   %  nn and mm are the positions of the markers
for i=1:Nsub
subplot(Nsub,1,i);
stem(n,x(i,:),'MarkerSize',3);%axis([0 N -2.5 2.5]);
hold on
plot(nn,x(i,nn+1),'o','MarkerSize',6,'MarkerFaceColor','r','MarkerEdgeColor','k')
plot(mm,x(i,mm+1),'^','MarkerSize',6,'MarkerFaceColor','g','MarkerEdgeColor','k')
hold off
end

ac=mean(x(:,nn).*x(:,mm))
subplot(Nsub,1,1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

title(['r_{xx}(',num2str(nn),',',num2str(mm),')  =  ',num2str(ac)],'FontSize',15)