tfarma_weyl.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 55 行

function Lalpha= tfarma_weyl(Aml, Bml, N, alpha)
% function Lalpha= tfarma_weyl(Aml, Bml, N, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the Weyl symbol of an underspread TFARMA model. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   3;
LAR  =   3;
MMA  =   3;
LMA  = LAR;
N    = 128;
re_im= 'r';
mo_no= 'n';
tfpm_file_gen;
%-------------
%Bml= Bml= [1 1]
alpha= 1/2;

Anm= param_expand(Aml.*param_phase(MAR, LAR, N, alpha), N);
Bnm= param_expand(Bml.*param_phase(MMA, LMA, N, alpha), N);
H0= ker_to_lag(tvarma_impr(Anm, Bnm), -1, alpha);
L0= nm_to_nk(H0);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
[MAR, LAR]= param_dim(Aml);
[MMA, LMA]= param_dim(Bml);

LTFMA= param_weyl(Bml.*param_phase(MMA, LMA, N, alpha), N, alpha);
LTFAR= param_weyl(Aml.*param_phase(MAR, LAR, N, alpha), N, alpha);

RELMIN= 1e-5;
ABSMIN= RELMIN*max(max(abs(LTFAR)));

LTFARsat= LTFAR.*(1-(abs(LTFAR)<ABSMIN));
LTFARsat= LTFARsat+ABSMIN*(LTFARsat==0);
Lalpha= LTFMA./(LTFARsat);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(97);mesh(abs(L0))
figure(98);mesh(abs(Lalpha))
figure(99);mesh(abs(L0-Lalpha))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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