tfpm_simu_stat_tfarwin.m

用于模拟时变非平稳的ARMA过程

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