param_tdfr_poly.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 49 行

function Cnm= param_tdfr_poly(TDFRnm, TDFRn0)
% function Cnm= param_tdfr_poly(TDFRnm, TDFRn0)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes model parameters from TDFR. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;%tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   2;
LMA  =   2;
N    =  16;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
Cnm0= param_ml_to_nm(Bml, N);
[TDFRnm, TDFRn0]= param_tdfr(Cnm0);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(nargin==1)
   TDFRn0= ones(N, 1);
end;

% Dimensions:
NM= size(TDFRnm);
N= NM(1);
M= NM(2);

Cmn= [];
for n= 0:N-1
   p= poly(TDFRnm(n+1, :))*TDFRn0(n+1);
   Cnm= [Cnm; p];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(Cnm-Cnm0)))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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