tfar_est_b0l.m

用于模拟时变非平稳的ARMA过程

function B0l= tfar_est_b0l(Ayy, A, N)
% function B0l= tfar_est_b0l(Ayy, A, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Estimates the TFAR parameter b_{0, l} from given a_{m, l}.

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   4;
LAR  =   2;
MMA  =   0;
LMA  = LAR;
N    = 256;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
A= Aml;

%Aalpha= tfarma_ambi(Aml, Bml, N, alpha);
%Ayy= Aalpha(N/2-3*LAR+1:N/2+3*LAR+1, N/2-MAR+1:N/2+MAR+1);


[AA, BB]= tfar_est_tfywu(Ayy, N);
A= AA(1, 1:2, 1)

%HAR= tvarma_impr(Amn, Bmn);
%AAR= nm_to_ml(ker_to_lag(HAR*HAR', 0, alpha));
%Ayy= AAR   (N/2-3*LAR+1:N/2+3*LAR+1, N/2-MAR+1:N/2+MAR+1);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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%Dimensions:
[MAR, LAR]= param_dim(A);
LL= 2*LAR+1;

sig2= [];
for l= -2*LAR:2*LAR
   Ambi= fliplr(rot90(Ayy(LL+l:LL+l+LL-1, 1:MAR+1)));
   Phas= exp(((0:MAR)'*(l-LAR:l+LAR))*(2*j*pi/N));
   sig2= [sig2 sum(sum(A.*Ambi.'.*Phas.'))/N];
end;
b02= N*real(ifft([sig2(LL:4*LAR+1) zeros(1, N-4*LAR-1) sig2(1:2*LAR)]));
B0l= fft(sqrt(b02.*(b02>0)))/N;
B0l= [B0l(N-LAR+1:N) B0l(1:LAR+1)].';

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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param_norm(B0l, Bml, 1)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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