vtfar_linv.m

用于模拟时变非平稳的ARMA过程

function Linv= vtfar_Linv(AML, B0L, B, N)
% function Linv= vtfar_Linv(AML, B0L, B, N)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the Weyl-symbol matrix of a banded VTFAR model

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if(0)
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clear;tfpm
N= 256;
alpha= 1/2;
load 'VTFARSYSTEM';



AML= ones(4, 4, 1, 1);
B0L= ones(4, 4, 1, 1);
B=2;
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end;
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[J, J, L, M]= size(AML);
L= (L-1)/2;
M= M-1;
alpha= 1/2;

Linv= zeros(J, J, N, N);
for j= 1:J;
   for jp= 1:J
%      [j jp]
      if(abs(j-jp)<B)
         Ljjp= tfarma_weyl(reshape(AML(j, jp, :, :), 2*L+1, M+1), reshape(B0L(j, jp, :), 2*L+1, 1), N, alpha);
      else
         Ljjp= zeros(N);
      end;
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if(0)
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      tf_show(Ljjp);drawnow
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end;
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      Linv(j, jp, :, :)= reshape(Ljjp, 1, 1, N, N);
   end;
end;

for n= 0:N-1
   for k= 0:N-1
      Linv(:, :, n+1, k+1)= inv(Linv(:, :, n+1, k+1));
   end;
end;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm
N= 256;
alpha= 1/2;
load 'VTFARSYSTEM';

Linv= vtfar_Linv(AML, B0L, 1, N);
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end;
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