simu_tfar.m

用于模拟时变非平稳的ARMA过程

function simu_tfar(MAR, LAR, N, re_im, mo_no, MM)
% function simu_tfar(MAR, LAR, N, re_im, mo_no, MM)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Estimates <re_im>-valued TFAR(<MAR>, <LAR>; <N>; 1/2) models. 
% <MM> realizations are done to estimate the MSE. Uses the
% meta-function simulate.m. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
N    = 128;
MAR  =   3;
LAR  =   2;
re_im= 'i';
mo_no= 'n';
MM   =   5;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
N0= N;
N= 128;
MMA  =   0;
LMA  = LAR;
tfpm_file_gen;
%-------------
N= N0;
alpha= 1/2;
beta = 1/2;

Bml= Bml./param_get(Bml, 0, 0);

exp= 'tfar';
resultname= sprintf('data/%04d/%s%d%d%s%s.mat', N, exp, MAR, LAR, re_im, mo_no)

% SNR values
SNR= [inf];

par= [Aml(:, 2:end) Bml];
ENERGY= tfarma_ambi(Aml, Bml, N, alpha);ENERGY= ENERGY(N/2+1, N/2+1);

[PAR, FLO, STA, AVG, MSE, VAR, BIQ, EInfo]= simulate(exp, N, SNR, par, ENERGY, re_im, MM, MAR, LAR, MMA, LMA);

save(resultname, 'PAR', 'par', 'FLO', 'STA', 'AVG', 'MSE', 'VAR', 'BIQ', 'MM', 'SNR', 'ENERGY', 'EInfo');