param_expand.m

用于模拟时变非平稳的ARMA过程

function Cnm= param_expand(Cml, N, btype)
% function Cnm= param_expand(Cml, N, btype)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Expands the TVAR/MA coefficient matrix Cml into time-varying 
% parameter matrix Cnm. The string type determines the basis
% functions: 
% 'exp' : f_l[n]= exp(j*2*pi/N*l*n) complex exponentials (TF models)
% 'poly': f_l[n]= xi[l];n^l         polynomials (normalized by xi[l]!)

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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';
mo_no= 'm';
tfpm_file_gen;
%-------------
Cml= Aml;
alpha= 1/2;

btype= 'poly';Cml= real(Cml);
btype= 'exp';
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(nargin==2)
   btype= 'exp';
end;

% Dimensions:
[M, L]= param_dim(Cml);

% Compute a ((M+1)xN) matrix of parameter values
switch(btype)
 case 'exp'% FFT implementation;)
  Cnm= ifft([Cml(L+1:2*L+1, :); zeros(N-2*L-1, M+1); Cml(1:L, :)])*N;
 otherwise% Slow inner products:(
%  [L, M]= size(Cml);L= L-1; M=M-1;
  Cnm= param_basis(N, L, btype)*Cml;
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(98);plot(real(Cnm))
figure(99);plot(imag(Cnm))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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