My question is a mix of signal processing and Matlab coding.

I have an FIR filter with added noise $w_n$ $$x_n=\sum_{m=0}^{N_h-1}h_mg_{n-m}+w_n.$$

Now the noise $w_n$ has the autocorrelation $$E[w_nw_m]=\sigma^2e^{-|m-n|}.$$

How can I generate this noise in Matlab?

Thanks in advance


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