ker_to_lag_non.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 56 行

function Halpha= ker_to_lag_non(H, MAX_M_LAG, alpha)
% function Halpha= ker_to_lag_non(H, MAX_M_LAG, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
%
% A 2D signal H[n, n'], 0 <= n, n' <= N-1 is given. Its generalized
% form Halpha[n, m], 0 <= n <= N-1, -MAX_M_LAG <= m <= MAX_M_LAG is
% computed. alpha may only be +/-1/2! If MAX_M_LAG==-1 then 
% m<=-N/2<=N/2-1, i.e., a square FFT-ready matrix! 

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear;tfpm;
MAR  =   0;
LAR  =   0;
MMA  =   2;
LMA  =   0;
N    =   8;
re_im= 'r';
mo_no= 'm';
tfpm_file_gen;
%-------------
H= tvarma_impr(Anm, Bnm);
MAX_M_LAG= -1;
alpha= -1/2;
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

% Dimensions:
N= size(H, 1);

if(MAX_M_LAG==-1)
   square= 1;
   MAX_M_LAG= N/2-1;
else
   square= 0;
end;

Halpha= zeros(N, 2*MAX_M_LAG+1+square);
if(alpha==1/2)
   for n= 0:N-1
      row= [zeros(1, n) fliplr(H(n+1, :)) zeros(1, N-1-n)];
      Halpha(n+1, :)= row(N-MAX_M_LAG-square:N+MAX_M_LAG);
   end;
elseif(alpha==-1/2)
   for n= 0:N-1
      row= [zeros(1, N-1-n) H(:, n+1).' zeros(1, n)];
      Halpha(n+1, :)= row(N-MAX_M_LAG-square:N+MAX_M_LAG);
   end;   
else
   disp('ker_to_lag.m: alpha must be +1/2 or -1/2!');
   Halpha= [];
end;