Gauss-Markov random sequence

I would like to know how I could create a Gauss-Markov random sequence in Matlab? any help will be greatly appreciated

Answer 1

[Ashutosh Bajpai]

I could find the simsd method to simulate linear models with uncertainty using Monte Carlo method.

https://in.mathworks.com/help/ident/ref/idgrey.simsd.html?searchHighlight=simsd&s_tid=srchtitle_simsd_1

This might be helpful to you in what you want to achieve.