tfma_est_dmu.m

用于模拟时变非平稳的ARMA过程

function BB= tfma_est_dmu(Cml, D0l, MMA, LMA, N)
% function BB= tfma_est_dmu(Cml, D0l, MMA, LMA, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Estimates TFMA(MMA, LMA; N; 1/2) models using Durbin's method. 
% The TFAR model is already stabilized!!!

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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  =   2;
N    = 256;
re_im= 'r';
mo_no= 'n';
tfpm_file_gen;
%-------------
beta = 1/2;
alpha= 1/2;

Aalpha= tfarma_ambi(Aml, Bml, N, alpha);
MC= 1*MMA;
LC= 2*LMA;

[AA, BB]= tfar_est_tfywu(Aalpha(N/2-3*LC+1:N/2+3*LC+1, N/2-MC+1:N/2+MC+1), N);
Cml= AA(:, :, end);
D0l= BB(:, :, end);

%y= tfarma_gen(randn(N, 1), Aml, Bml, beta);
%qyy= corr_est(y, y, MC, 1/2);
%ayy= fft(qyy);
%ayy= [ayy(N/2+1:N, :); ayy(1:N/2, :)];
%Ayy= ayy(N/2+1-3*LC:N/2+1+3*LC, :);

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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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alpha= 1/2;

% Dimensions
[MC, LC]= param_dim(Cml);
Cml= [zeros(2*LC+1, MC) Cml];
LL= 2*LMA+1;

% Fill the Toeplitz/block-Toeplitz generator rPM
rPM= [];
for mu= MMA:-1:-MMA
   rPM= [rPM; fliplr(Cml(LC-2*LMA+1:LC+2*LMA+1, MC+mu+1).')];
%   rPM= [rPM; fliplr(Cml(1:LC+2*LMA+1, MAR+mu+1).')];
end;

% Solve the system
BM= invert_waxkailath(rPM, [D0l(LC-LMA+1:LC+LMA+1, 1); zeros(MMA*(2*LMA+1), 1)]);

BB= zeros(LL, MMA+1, MMA);
% Reshape AM to A and Compute B
for k= 1:MMA+1
   Bml_e= reshape(BM(1:LL*k, 1, k), LL, k);
   BB(:, :, k)= [Bml_e zeros(LL, MMA-k+1)];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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param_norm(BB(:, :, end), Bml, 0)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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