toep.m

用于模拟时变非平稳的ARMA过程

function T= toep(t)
% function T= toep(t)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates a PxP Toeplitz matrix using the length-(2P-1) sequence t

PP= length(t);
P= (PP+1)/2;
C= t(1:P);
R= t(P:PP);
T= toeplitz(fliplr(C), R);