tfpm_simu_defpos_tfarma.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 23 行

SPOS= [
    sprintf(...
'estimate= [As(:, 2:end);param_expand(Bml, N)];estistat= 0;                                                           ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(BB(:, :, end), N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;')
    sprintf(...
'estimate= [As(:, 2:end); Bnm];estistat= 0;                                                                           ')
    sprintf(...
'estimate= [As(:, 2:end);param_expand(Bml, N)];estistat= 0;                                                           ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(B, N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;            ')
    sprintf(...
'[Bs, l1, ss, l2]= param_stabilize(BB(:, :, end), N, .98, 2);estimate= [As(:, 2:end);param_expand(Bs, N)];estistat= 0;')
    sprintf(...
'estimate= [As(:, 2:end); Bnm];estistat= 0;                                                                           ')
];