tfpm_simu_stat_tfarma.m

用于模拟时变非平稳的ARMA过程

Qyy= corr_est(y, y, -1, 1/2);
Ayy= fft(Qyy);
Ayy= [Ayy(N/2+1:N, :); Ayy(1:N/2, :)];
ayy= Ayy(N/2-3*LAR+1:N/2+3*LAR+1, N/2+MMA-MAR+1:N/2+MMA+MAR+1);