tvma_gen_kamen.m

用于模拟时变非平稳的ARMA过程

function y= tvma_gen_kamen(e, TDFKnm, TDFKn0)
% function y= tvma_gen_kamen(e, TDFKnm, TDFKn0)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Generates the output of a noncyclic shifted TVMA(MMA, 1/2)
% model by using its Kamen-roots. Zero initial states. 

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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  =   5;
LMA  =   3;
N    =  32;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
Bnm= ones(N, 1)*BLTI;
e= randn(N, 1);
[TDFKnm, TDFKn0]= param_tdfk(Bnm);
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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%Dimensions:
N= size(TDFKnm, 1);
M= size(TDFKnm, 2);

y= tvarma_gen(e, Anm, [ones(N, 1) -TDFKnm(:, M)]);
for m= M-1:-1:1
   y= tvarma_gen(y, Anm, [ones(N, 1) -TDFKnm(:, m)]);
end
y= y.*TDFKn0;


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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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y0= tvarma_gen(e, ones(N, 1), Bnm);
plot(real(y-y0))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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