%% Prob (X[0]=0) = 0.500
%% Prob (X[0]=1) = 0.500
%% Prob (X[t]=0 | X[t-1]=0) = 0.990
%% Prob (X[t]=1 | X[t-1]=0) = 0.010
%% Prob (X[t]=0 | X[t-1]=1) = 0.030
%% Prob (X[t]=1 | X[t-1]=1) = 0.970
%%
%% Sigma (noise level) = 0.700
%% Length N  = 500