pospart.m

用于模拟时变非平稳的ARMA过程

function H=pospart(A);
% 
% function H=pospart(A); 
% 
% returns the positive realvalued part of A
%
% input:  A ... matrix
% output: H ... matrix of same size as A
%
% last modified: GM, 11.9.1997
%
H=real(A).*(real(A)>0);