tfpm_simu_generate_tfarma.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 6 行

Aml= [[zeros(LAR, 1); 1; zeros(LAR, 1)] par(1:2*LAR+1, :)];
Bml= param_compress(par(2*LAR+2:end, :), LMA);
x= tfarma_gen(randn(N, 1), Aml, Bml, 1/2);
v= sqrt(variance)*randn(N, 1);
y= x+v;