sf_moments.m

用于模拟时变非平稳的ARMA过程

function [mij, Mij]= sf_moments(S, i, j)
% function [mij, Mij]= sf_moments(S, i, j)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =  64;
MAR  =   0;
LAR  =   0;
MMA  =   2;
LMA  =   2;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
N= 64;
S= tfarma_sprf(Aml, Bml, N, alpha);
H= tfarma_impr(Aml, Bml, N, alpha);
h= lag_to_ker(H, alpha);
figure(1);imagesc(h)
HS= sqrt(sum(sum(abs(h).^2)));
i= 1;
j= 1;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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N= size(S, 1);

ml= (abs(-N/2:N/2-1).').^j*(abs(-N/2:N/2-1)).^i;
s1= sum(sum(abs(S)))/N;
s2= sqrt(sum(sum(abs(S).^2))/N);

mij= sum(sum(ml.*abs(S)))/s1/N;
Mij= sqrt(sum(sum(abs(ml.*S).^2))/N)/s2;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(1);mesh(ml)
figure(2);mesh(abs(S))
figure(3);mesh(abs(S).^2)
figure(4);mesh(ml.*abs(S))
figure(5);mesh(abs(ml.*S).^2)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =  64;
MAR  =   2;
LAR  =   2;
MMA  =   0;
LMA  =   0;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
for n= 4:9
   N= 2^n;
   S= tfarma_sprf(Aml, Bml, N, 1/2);
   [mij, Mij]= sf_moments(S, 1, 1);
   [N mij Mij]
end;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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