tf_window.m

用于模拟时变非平稳的ARMA过程

function Psi= tf_window(N, MAX_M_LAG, MAX_L_LAG, wing, winh)
% function Psi= tf_window(N, MAX_M_LAG, MAX_L_LAG, wing, winh)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates a Hanning/Hanning TF window function in the lag/lag
% domain. The effective window lengths are 2*win?+1. If(~win?) no
% windowing is performed in the according direction. if(~MAX_?_LAG)
% the according matrix dimension is N! 
%CHANGE!!!!!!!!!!!!!!!!!!!!!
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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N        =  64;
MAX_M_LAG=   5;
MAX_L_LAG=   3;
wing     =  10;
winh     =  10;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(~MAX_M_LAG)
   Msquare= 1;
   MAX_M_LAG= N/2-1;
else
   Msquare= 0;
end;

if(~MAX_L_LAG)
   Lsquare= 1;
   MAX_L_LAG= N/2-1;
else
   Lsquare= 0;
end;

%% Preparing window functions
win_g= hanning(2*wing+1);
win_h= hanning(2*winh+1).';

%% Shortening/lengthening the window functions
if(length(win_g)>N-1)
   win_g= win_g((length(win_g)-N+1)/2:(length(win_g)-N+1)/2+N-1);
else
   win_g= [zeros((N-length(win_g)-1)/2, 1); win_g; zeros((N-length(win_g)+1)/2, 1)];
end;

if(length(win_h)>2*MAX_M_LAG+1)
   win_h= win_h((length(win_h)-1)/2-MAX_M_LAG+1-Msquare:(length(win_h)-1)/2+MAX_M_LAG+1);
else
   win_h= [zeros(1, Msquare+MAX_M_LAG-(length(win_h)-1)/2) win_h zeros(1, MAX_M_LAG-(length(win_h)-1)/2)];
end;

%% win_g into lag domain
win_g= [win_g(N/2+1:N);win_g(1:N/2)]/sum(win_g);
Win_g= fft(win_g);
Win_g= [Win_g(N/2+1:N); Win_g(1:N/2)];

Win_g= Win_g(N/2+1-MAX_L_LAG-Lsquare:N/2+1+MAX_L_LAG);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(97)
subplot(3, 1, 1);plot(win_g);
subplot(3, 1, 2);plot(abs(Win_g))
subplot(3, 1, 3);plot(win_h);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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%% Maybe no windowing...
if(~wing)
   Win_g= ones(2*MAX_L_LAG+1+Lsquare, 1);
end;
if(~winh)
   win_h= ones(1, 2*MAX_M_LAG+1+Msquare);
end;

%% The TF window function
Psi= Win_g*win_h;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(99)
mesh(abs(Psi))
Psi(MAX_L_LAG+1+Lsquare, MAX_M_LAG+1+Msquare)
size(Psi)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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