tfar_fitb.m

用于模拟时变非平稳的ARMA过程

function E= tfar_fitB(x, Mmax, Lmax, Psi, lambda)
% function E= tfar_fitB(x, Mmax, Lmax, Psi, lambda)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Searches TFAR(M, L) models for M= 1:Mmax, L= 0:Lmax. Uses the
% linear estimator. 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    =  64;
MAR  =   2;
LAR  =   1;
MMA  =   0;
LMA  = LAR;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta = 1/2;
lambda= .9800;

Mmax= max([2*MAR 2]);
Lmax= max([2*LAR 2]);
%Psi= ones(N);
Psi= tf_multiwin(N, 3*Mmax, 4*Lmax, 0, 2, 1);
x= tfarma_gen(randn(N, 1), Aml, Bml, beta);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

alpha= 1/2;
beta = 1/2;
N= length(x);

Ax= fft(corr_est(x, x, -1, alpha));
Ax= [ Ax(N/2+1:N, :); Ax(1:N/2, :)].*conj(Psi);

E= 99999*ones(Mmax, Lmax+1);

for L= 0:Lmax
   [AA, BB]= tfar_est_tfywu(Ax(N/2-3*L+1:N/2+3*L+1, N/2-Mmax+1:N/2+Mmax+1), N);
   for M= 1:Mmax
      [M L]
      [Aml1, lambdamax, mm, nrFDIR]= param_stabilize(AA(:, 1:M+1, M), N, lambda);
      B= BB(:, :, M);
      eprime= tfarma_inv(x, Aml1, B/param_get(B, 0, 0));
      E(M, L+1)= eprime'*eprime/N;
   end;
end;