%  Example 7.10.  Augmented plant generation:  Non white plant noise.
clear
%  Define the plant model.
A=[0 1
   0 0];
Bw=[0 1]';
Cm=[1 0];
%  Define the variance and correlation time of the plant noise.
Tc=30;
VARw=100;
%  Generate the shaping filter.
Af=-1/Tc;
Bf=sqrt(2*VARw/Tc);
Cf=1;
%  Generate the augmented model.
sizeA=size(A);
nx=sizeA(1);
Aa=[     A      Bw*Cf
    zeros(1,nx)  Af  ]
Bwa=[zeros(nx,1)
         Bf     ]
sizeC=size(Cm);
nm=sizeC(1);
Cma=[Cm zeros(nm,1)]
