CODEWITHSUNDEEP
matlab
user3672120
user3672120

Reputation: 11

Specific Value for an Initial Condition in a For Loop

Basically I have a loop that goes from i=1:1000. I have something like this. 

for i=1:1000
  y(i) = rho*y(i-1) + u(i);

u here is drawing from a normal with mean 0 and var. 1. I have to set the value of y(0)=0. That is in the loop when i=1, the rho*y(0) part has to equal zero and so the value that the process would take when i=1 will just be u(i). How can I set y(0)=0?

Thanks

Upvotes: 0

Views: 498

Answers (1)

Geoff
Geoff

Reputation: 1603

You can do the following - set the first element of y to be the first element of u then iterate starting at i=2

y(1) = u(1);
for i=2:1000
   y(i) = rho*y(i-1) + u(i); 
end

Upvotes: 1

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