vtfarma_ambi.m

用于模拟时变非平稳的ARMA过程

function Aalpha= vtfarma_ambi(AML, BML, N, B, alpha)
% function Aalpha= vtfarma_ambi(AML, BML, N, B, alpha)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the ambiguity matrix of a banded underspread VTFARMA
% model. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm
alpha= 1/2;
N= 128;
M= 3;
L= 2;
J= 1;
B= 1;

filename= sprintf('vtfar%02d%02d%02d%04d', M, L, J, N)
load(filename);
BML= B0L;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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% Dimensions
[J, J, LAR, MAR]= size(AML);
LAR= (LAR-1)/2;
MAR= MAR-1;
[J, J, LMA, MMA]= size(BML);
LMA= (LMA-1)/2;
MMA= MMA-1;



alpha= 1/2;
Lalpha= vtfarma_weyl(AML, BML, N, B, alpha, .0001);

for n= 1:N
   for k= 1:N
      Ralpha(:, :, n, k)= Lalpha(:, :, n, k)*Lalpha(:, :, n, k)';
   end;
end;

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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for j= 1:J
   for jp= 1:J
      figure(1);mesh(abs(reshape(Lalpha(j, jp, :, :), N, N)))
      figure(2);mesh(abs(reshape(Ralpha(j, jp, :, :), N, N)))
      pause
   end;
end;
Lalpha0= tfarma_weyl(reshape(AML, 2*LAR+1, MAR+1), reshape(BML, 2*LMA+1, MMA+1), N, 1/2);
figure(3);cesh(reshape(Lalpha, N, N))
figure(4);cesh(Lalpha0)
figure(5);cesh(Lalpha0-reshape(Lalpha, N, N))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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%Aalpha= fftshift(fftshift(fft(ifft(Ralpha, [], 4), [], 3), 3), 4);
Aalpha= fftshift(fftshift(fft(ifft(fftshift(Ralpha, 4), [], 4), [], 3), 3), 4);

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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for j= 1:J
   for jp= 1:J
      figure(1);tf_show(reshape(Aalpha(j, jp, :, :), N, N))
%      figure(2);tf_show(reshape(R(j, jp, :, :), N, N))
      pause
   end;
end;

figure(3);cesh(reshape(Aalpha, N, N))
Aalpha0= tfarma_ambi(reshape(AML, 2*LAR+1, MAR+1), reshape(BML, 2*LMA+1, MMA+1), N, 1/2);
figure(4);cesh(Aalpha0)
figure(5);cesh(Aalpha0-reshape(Aalpha, N, N))
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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