How to generate this matrix?

Hello,

Can you help me how to generate this matrix?

[Szabó Ármin]

Thank you!

[Image Analyst]

If it worked, please Accept Bruno's answer below to give him "credit" for it. Thanks in advance.

Answer 1

[Bruno Luong]

>> rho=rand

rho =

    0.8832

>> N=4

N =

     4

>> a=rho.^(0:N-1);
>> M=toeplitz(a,a)

M =

    1.0000    0.8832    0.7800    0.6889
    0.8832    1.0000    0.8832    0.7800
    0.7800    0.8832    1.0000    0.8832
    0.6889    0.7800    0.8832    1.0000

>> C = sigma^2*M % whatever sigma is