nm_to_ml.m

用于模拟时变非平稳的ARMA过程

function B= nm_to_ml(A)
% function B= nm_to_ml(A)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% The function 
% A[n, m], n=    0:N-1;   m= -N/2:N/2-1 
% is Fourier transformed into the function 
% B[m, l], l= -N/2:N/2-1; m= -N/2:N/2-1. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;%tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
mo_no= 'm';
tfpm_file_gen;
%-------------
alpha= 1/2;
A= tfarma_impr(Aml, Bml, N, alpha);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
N= size(A, 1);

B= fft(A);
B= [B(N/2+1:N, :); B(1:N/2, :)];

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(A-ml_to_nm(B))))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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