param_ml_to_kl.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 31 行

function Ckl= param_ml_to_kl(Cml, N)
% function Ckl= param_ml_to_kl(Cml, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Expands the TF coefficient matrix Cml into frequency-dependent
% parameter matrix Clk. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;%tfpm;
MAR  =   2;
LAR  =   1;
MMA  =   5;
LMA  =   3;
N    =   8;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
Cml= Aml;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Dimensions:
[M, L]= param_dim(Cml);

Ckl= fft(([zeros(2*L+1, N/2) Cml zeros(2*L+1, N/2-1-M)]).').';