BEGIN{ f = 0.95 g = 0.6 h = 1.0 m_x0 = 0 x = m_x0 # x_0 } { w = $1 v = $2 y = h * x + v # y_k = h x_k + v print x, y x = f * x + g * w # x_k+1 = f x_k + g w }