clear all
close all
randn('state',0);

x = zeros([100,1]);
u = randn([100,1]);

for t = 2:100
    x(t) = 0.8*x(t-1) + u(t);
end

z = zeros([100,1]);
u = randn([100,1]);

for t = 2:100
    z(t) = 0.8*z(t-1) + u(t);
end

e = randn([100,1]);
