tvma_gen.m

用于模拟时变非平稳的ARMA过程

function Y= tvma_Gen(e, Bnm)
% function Y= tvma_Gen(e, Bnm)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates the output of cyclic shifted TVMA(0:MMA, 1/2)
% models. The TV model parameters b_m[n] are given in the N x
% (MMA+1) matrix Bmn, where N is the length of the input signal
% vector e. 

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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  =   3;
LMA  =   1;
N    =  16;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
e= randn(N, 1);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions:
N= length(e);
MMA= size(Bnm, 2)-1;

Y= e.*Bnm(:, 1);

for m= 1:MMA
   Y= [Y Y(:, m)+[e(N-m+1:N); e(1:N-m)].*Bnm(:, m+1)];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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y0= tvarma_gen(e, Anm, Bnm(:, 1));
y1= tvarma_gen(e, Anm, Bnm(:, 1:2));
y2= tvarma_gen(e, Anm, Bnm(:, 1:3));
y3= tvarma_gen(e, Anm, Bnm(:, 1:4));
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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