simu_fading: Simulate Signals from A System with Rayleigh Flat-Fading...
In ConvFuncTimeSeries/test_t: Nonlinear time series analysis

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

1	simu_fading(nobs, par)

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

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*0.001
par <- list(HH=HH,WW=WW,GG=GG,VV=VV)
set.seed(1)
simu <- simu_fading(200,par)