param_fpoly.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 51 行

function Cmn= param_fpoly(CFmn, CF0)
% function Cmn= param_fpoly(CFmn, CF0)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes model parameters from frozen roots given in CFmn and the
% normalization CF0. 

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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    =1024;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
C= Bmn;
[CFmn, CF0]= param_froots(C);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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if(nargin==1)
   CF0= ones(N, 1);
end;

% Dimensions:
NM= size(CFmn);
N= NM(1);
M= NM(2);

Cmn= [];
for n= 0:N-1
   p= poly(CFmn(n+1, :))*CF0(n+1);
   Cmn= [Cmn; p];
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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max(max(abs(Cmn-C)))
tfpm_plot_cmn(Cmn, 1, 1, 'r-', 'b:')
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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