disp_rand

代码说明：

说明：  本程序用matlab生成白噪声，并且基于一个离散线性随机系统的模型生成了y(k)和x(k)，绘制出了x(k|k-1)和x(k)的对比曲线，求出了提前一步预报的误差协方差阵的稳定值(the procedures used Matlab generate white noise, and on a discrete linear stochastic systems model generated y (k) and x (k), mapping out the x (k | k-1) and x (k) contrast curves, get a step ahead forecasting error covariance matrix of stable value)