tf_eig2.m

用于模拟时变非平稳的ARMA过程

function lambda= tf_eig2(Lalpha)
% function lambda= tf_eig2(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. Local mean-values. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =1024;
MAR  =   7;
LAR  =   5;
MMA  =   5;
LMA  =   3;
re_im= 'r';
mo_no= 'n';
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);

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 mean(mean(Lalpha(ii*n+1:(ii+1)*n, jj*n+1:(jj+1)*n)))];
      end;
   end;
else
   n= sqrt(N/2);
   for ii= 0:n-1
      for jj= 0:n-1
         lambda= [lambda mean(mean(Lalpha(ii*n+1:(ii+1)*n, jj*2*n+1:(jj+1)*2*n)))];
      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)) abs(prod(tf_eig(Lalpha)))]
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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