tf_eig.m

用于模拟时变非平稳的ARMA过程

function lambda= tf_eig(Lalpha)
% function lambda= tf_eig(Lalpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computation of the TF eigenvalues (approximative eigenvalues) of
% the Weyl-symbol Lalpha.

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =  64;
MAR  =   3;
LAR  =   0;
MMA  =   2;
LMA  =   0;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
Lalpha= tfarma_weyl(Aml, Bml, N, alpha);
Anm= param_expand(Aml.*param_phase(MAR, LAR, N, alpha), N);
Bnm= param_expand(Bml.*param_phase(MMA, LMA, N, alpha), N);
%H0= tvarma_impr(Anm, Bnm);[V,D] = eig(H0);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
N= size(Lalpha, 1);

L= zeros(N);

lambda= [];

% Is N a power of 4?
if(2*floor(log2(N)/2)==log2(N))
   n= sqrt(N);
   for ii= 0:n-1
      for jj= 0:n-1
         lambda= [lambda Lalpha(n/2+ii*n, 1+n/2+jj*n)];
	 
	 L                     (n/2+ii*n, 1+n/2+jj*n)= 1;
	 
      end;
   end;
else
   n= sqrt(N/2);
   for ii= 0:n-1
      for jj= 0:2*n-1
         lambda= [lambda Lalpha(n/2+ii*2*n, 1+n/2+jj*n)];
	 
	 L                     (n/2+ii*2*n, 1+n/2+jj*n)= 1;
	 
      end;
   end;
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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figure(1);clf;tf_show(L)
figure(2);clf;tf_show(Lalpha)
[prod(Bnm(:, 1)) prod(lambda) abs(prod(lambda))]
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    = 64;
re_im= 'r';
mo_no= 'm';
WW= zeros(7, 5);
MMA= 1
LMA= 1

for MAR= 1:7
   for LAR= 1:5
%      for MMA= 1:3
%	 for LMA= 1:3
            tfpm_file_gen;
	    W= tfarma_wvsp(Aml, 1, N, 1/2);
	    W1= sum(sum(W))/N;
	    W2= sum(tf_eig(W));
	    WW(MAR, LAR)= W1/W2;
	    W1/W2
%	 end
%      end
   end
end
mesh(WW)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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