现代通信系统（prokis）的所有matlab源程序,对初学者很有帮助的。

				% MATLAB script for Illustrative Problem 5, Chapter 6.
				clear
				echo on
				p=0.99;
				N=1000;
				d=5;
				% The filter is described by the vectors A and B below...
				A=[1 -2*p p^2];
				B=(1-p)^2;
				for i=1:N,
				   [white_noise_seq1(i) white_noise_seq2(i)] = gngauss;
				   echo off;
				end;
				echo on;
				b1=filter(B,A,white_noise_seq1);
				b2=filter(B,A,white_noise_seq2);
				c=b1(d+1:N)+b2(1:N-d);
				% The case where p=0.9 follows...
				p=0.9;
				A=[1 -2*p p^2];
				B=(1-p)^2;
				for i=1:N,
				   [white_noise_seq1(i) white_noise_seq2(i)] = gngauss;
				   echo off;
				end;
				echo on;
				new_b1=filter(B,A,white_noise_seq1);
				new_b2=filter(B,A,white_noise_seq2);
				new_c=new_b1(d+1:N)+new_b2(1:N-d);
				% plotting commands follow
				plot(1:N,b1,'-',1:N,b2,'--',1:N-d,c,':') ; 
				pause % p=0.99 ; Press a key to see results with pole at p=0.9
				plot(1:N,new_b1,'-',1:N,new_b2,'--',1:N-d,new_c,':') ;