param_mse.m

用于模拟时变非平稳的ARMA过程

function [M, V, B]= param_mse(CML, Cml)
% function [M, V, B]= param_mse(CML, Cml)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the MSE (M), variance (V) and squared bias (B) of each
% parameter c_{m, l} of the ensemble CML with Cml as reference
% value. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;%tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
tfpm_file_gen;
%-------------
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

V= tensor_var(CML, 1);
B= abs(mean(CML, 3)-Cml).^2;
M= V+B;