param_norm.m

用于模拟时变非平稳的ARMA过程

function n= param_norm(C, Cml, c0l)
% function n= param_norm(C, Cml, c0l)
%   This file is part of the TFPM toolbox v0.5 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the relative deviation of C from Cml. The switch c0l
% indicates if the parameters c_{0l} are present in the
% computations.

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;%tfpm;
MAR  =   7;
LAR  =   5;
MMA  =   5;
LMA  =   3;
N    =  64;
re_im= 'i';
tfpm_file_gen;
%-------------
C= Aml;
Cml= Aml;
c0l= 1;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

if(c0l)
   n= norm(C-Cml)/norm(Cml);
else
   [M, L]= param_dim(Cml);
   n= norm(C(:, 2:M+1)-Cml(:, 2:M+1))/norm(Cml(:, 2:M+1));
end;