function [s x] = GaussMarkovProcess (a,varu,varn,ms,vars,N)

si=ms+sqrt(vars)*randn();
s(1) = si*a + sqrt(varu)*randn();
x(1) = s(1) + sqrt(varn(1))*randn();
for k=2:N
    s(k) = a*s(k-1)+sqrt(varu)*randn();
    x(k) = s(k) + sqrt(varn(k))*randn();
end;