ambi_est.m

用于模拟时变非平稳的ARMA过程

function Aalpha= ambi_est(x, y, MAX_M_LAG, alpha)
% function Aalpha= ambi_est(x, y, MAX_M_LAG[, alpha])
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the (cross) ambiguity function of x[n] and y[n] for 
% alpha= +/-1/2. if(MAX_M_LAG==-1) then Aalpha is a full NxN
% FFT-ready matrix. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    = 256;
MAR  =   3;
LAR  =   2;
MMA  =   0;
LMA  = LAR;
re_im= 'i';
mo_no= 'n';
tfpm_file_gen;
%-------------
x= tfarma_gen(randn(N, 1), Aml, Bml);
y= x;
Aalpha= ambi_est(x, y, -1);
mesh(abs(Aalpha))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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%Dimensions:
N= length(x);
if(nargin<=3)
   alpha= 1/2;
end;

Qalpha= corr_est_non([x(:);x(:);x(:)], [y(:);y(:);y(:)], MAX_M_LAG, alpha);
if(MAX_M_LAG==-1)
   Qalpha= Qalpha(N+1:2*N, N+1:2*N);
else
   Qalpha= Qalpha(N+1:2*N, :);
end;

Aalpha= nm_to_ml(Qalpha);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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size(Qalpha)
Q0= ker_to_lag(x*y', MAX_M_LAG, alpha);
norm(Q0-Qalpha)
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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