tvarma_impr.m

用于模拟时变非平稳的ARMA过程

function H= tvarma_impr(Anm, Bnm)
% function H= tvarma_impr(Anm, Bnm)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the exact impulse response of a cyclic? shifted TVARMA
% model (alpha= 1/2). Slow but exact. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   2;
LAR  =   1;
MMA  =   3;
LMA  =   1;
N    =  32;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
[N, MAR]= size(Anm);
[N, MMA]= size(Bnm);
MAR= MAR-1;
MMA= MMA-1;

% Recursion:
H= lag_to_ker([zeros(N, MMA) Bnm], 1/2);
for nprime= 0:N-1
   H(:, nprime+1)= tvarma_gen(H(:, nprime+1), Anm, ones(N, 1));
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(99);imagesc(abs(H))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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