param_compress.m

用于模拟时变非平稳的ARMA过程

function Cml= param_compress(Cmn, L)
% function Cml= param_compress(Cmn, L)
%   This file is part of the TFPM toolbox v0.5 (c)
%   [e-mail] and underlies the GPL.
% 
% Compresses TVAR/MA parameters Cmn into TFAR/MA coefficient matrix
% Cml.

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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  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
tfpm_file_gen;
%-------------
Cmn= Amn;
L= LAR;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
NM= size(Cmn);
N= NM(1);
M= NM(2)-1;

Cml= fft(Cmn)/N;
Cml= [Cml(N-L+1:N, :); Cml(1:L+1, :)];

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(Cml-Aml)))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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