param_rand.m

用于模拟时变非平稳的ARMA过程

function Cml= param_rand(M, L, N, re_im, mo_no)
% function Cml= param_rand(M, L, N, re_im, mo_no)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates random TF parameters describing a mo_no, re_im-valued
% model. The parameter c_{0, 0} is chosen such that b_0[n]>0. 
% Is it guaranteed minimum phase (TFMA) or stable (TFAR)?

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
MAR  =   3;
LAR  =   2;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
M= MAR;
L= LAR;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

Cml= (randn(2*L+1, M+1)+i*randn(2*L+1, M+1))/2/(M+1)/(L+1);
Cml(L+1, 1)= sum(abs(Cml(:, 1)));
if(re_im=='r')
   Cml= param_hermite(Cml);
end;
if(mo_no=='m')
   Cml(:, 1)= [zeros(L, 1);1;zeros(L, 1)];
else
   Cml(:, 1)= param_hermite(Cml(:, 1));
end;