lag_to_ker_non.m

用于模拟时变非平稳的ARMA过程

function H= lag_to_ker_non(Halpha, alpha)
% function H= lag_to_ker_non(Halpha, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
%
% A 2D generalized signal Halpha[n, m], 0 <= n <= N-1, -MAXLAG <= m
% <= MAXLAG is given. Its normal form H[n, n'], 0 <= n, n' <= N-1 is
% computed. alpha may only be +/-1/2! 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
MAR  =   0;
LAR  =   0;
MMA  =   2;
LMA  =   0;
N    =   8;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------
H0= (ones(N, 1)*(1:N)*10)' + ones(N, 1)*(1:N);
alpha= 1/2;
Halpha= ker_to_lag_non(H0, N-1, alpha);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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[N, MAXLAG]= size(Halpha);
if(N==MAXLAG)
   MAXLAG= N/2-1;
   square= 1;
   Halpha= Halpha(:, 2:end);
else
   MAXLAG= (MAXLAG-1)/2;
   square= 0;
end;

q= zeros(N);
if(alpha==1/2)
   for n= 0:N-1
      row= [zeros(1, N-MAXLAG-1) Halpha(n+1, :) zeros(1, N-MAXLAG-1)];
      H(n+1, :)= fliplr(row(n+1:N+n));
   end;
elseif(alpha==-1/2)
   for n= 0:N-1
      row= [zeros(1, N-MAXLAG-1) Halpha(n+1, :) zeros(1, N-MAXLAG-1)];
      H(:, n+1)= row(N-n:2*N-n-1).';
   end;   
else
   disp('lag_to_ker.m: alpha must be +1/2 or -1/2!');
   Halpha= [];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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norm(H-H0)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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