tfpm_poly.m

用于模拟时变非平稳的ARMA过程

function cmprime= tfpm_poly(rm, M0)
% function cmprime= tfpm_poly(rm, M0)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the polynomial coefficients with roots rm, rm~= 0 and M0
% zero roots. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;%tfpm;
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([0 0 0 0 0 0 0 0])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([1 -1/6 -1/6])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([0 6 -1 -1])
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots([1 1/3 -1/4 -1/12])
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

cmprime= [zeros(M0, 1); poly(1./rm).'];

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
cmprime= [0 0 0 0 0 0 0 0];
cmprime= [1 -1/6 -1/6];
cmprime= [0 6 -1 -1];
cmprime= [1 1/3 -1/4 -1/12];
[rm, M0, cM0prime, cprimeMprime]= tfpm_roots(cmprime);
c= tfpm_poly(rm, M0)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%