function s = WienerARprocess (x, a, varu, varn) N = length(x); % for k = 1:N % Pss(k) = varu/norm(1+a*exp(-j*2*pi*(k-1)/N)); % end; % Cs = real(ifft(Pss)); for k = 0:N-1 rss(k+1) = (varu*a^k)/(1-a^2); end; for i = 1:N for j = 1:N Cs(i,j) = rss(abs(i-j)+1); end; end; s = (Cs*inv(Cs+varn*eye(N))*x')';